import os

import numpy as np
import pandas as pd
from joblib import delayed, Parallel
import datetime
from contextlib import contextmanager
import time

pd.set_option('display.max_columns', None)  # 显示完整的列
pd.set_option('display.max_rows', None)  # 显示完整的行
pd.set_option('display.expand_frame_repr', False)  # 设置不折叠数据
pd.set_option('display.max_colwidth', 100)

def mkdir_if_not_exist(path):
    if not os.path.exists(path):
        os.makedirs(path)


# 自定义计算的股票、起始终止日期、并行度
@contextmanager
def timer(name: str):
    """
    统计运行时间
    :param name: 运行时间描述
    :return: None
    """
    s = time.time()
    yield
    elapsed = time.time() - s
    print(f'[{name}] {elapsed: .3f}sec')


def realized_volatility(series):
    """
    计算实际波动率
    :param series: pd.Series
    :return: 实际波动率序列
    """
    return np.sqrt(np.sum(series ** 2))


def log_return(series: np.ndarray):
    """
    对数收益
    :param series: pd.Series
    :return: 对数收益序列
    """
    return np.log(series).diff().replace([np.NINF, np.inf], np.nan)


def calc_wap(bid_price, ask_price, bid_volume, ask_volume) -> pd.Series:
    """
    计算加权平均价格
    :param bid_price: 卖价序列
    :param ask_price: 买价序列
    :param bid_volume: 卖量序列
    :param ask_volume: 买量序列
    :return: 加权平均价格序列
    """
    return (bid_price * ask_volume + ask_price * bid_volume) / (bid_volume + ask_volume)


def time_resample(df):
    """
    时间序列重采样，计算time_group和log_return，并保留全部数据
    :param df: 分组计算的DataFrame
    :return: 计算log_return和time_group后的结果
    """
    for i in range(10):
        df[f'log_return{i}'] = log_return(df[f'wap{i}'])
        df[f'log_return_ask{i}'] = log_return(df[f'ask_price{i}'])
        df[f'log_return_bid{i}'] = log_return(df[f'bid_price{i}'])
    df['time_group'] = df.name
    return df


def flatten_mult_index(multIndex, postfix=None):
    """
    将多级columns展开
    :param multIndex: 多级columns
    :param postfix: 需要增加的后缀
    :return: 展开后的columns
    """
    flattenNames = []
    for i in multIndex:
        if i[0] in ['symbol', 'time_group']:
            flattenNames.append(i[0])
        else:
            if postfix is None:
                flattenNames.append('_'.join(list(i)))
            else:
                flattenNames.append('_'.join(list(i) + [postfix]))
    return flattenNames


features = {
    'symbol': ['first'],
    'date_time': ['count'],
    'wap_balance': [np.sum, np.mean, np.std],
    'price_spread': [np.sum, np.mean, np.std],
    'bid_spread': [np.sum, np.mean, np.std],
    'ask_spread': [np.sum, np.mean, np.std],
    'total_ask_volume': [np.sum, np.mean, np.std],
    'volume_imbalance': [np.sum, np.mean, np.std]
}

for i in range(10):
    features[f'wap{i}'] = [np.sum, np.mean, np.std]
    features[f'log_return{i}'] = [np.sum, realized_volatility, np.mean, np.std]
    features[f'log_return_ask{i}'] = [np.sum, realized_volatility, np.mean, np.std]
    features[f'log_return_bid{i}'] = [np.sum, realized_volatility, np.mean, np.std]


def make_features_parallel(data):
    """
    单个进程计算单支股票的数据
    :param data: 单支股票的DataFrame
    :return: 单支股票的衍生特徵DataFrame
    """
    # data['date_time'] = pd.to_datetime(data['date_time'])
    data.set_index('date_time', inplace=True)
    data = data.resample('10min').apply(time_resample)
    data = data.reset_index()
    # data = data.resample('10min', on='date_time').apply(time_resample)
    agg = data.groupby('time_group').agg(features).reset_index(drop=False)
    agg.columns = flatten_mult_index(agg.columns)
    # for time in [450, 300, 150]:
    #     d = data[data['date_time'] >= data['time_group'] + datetime.timedelta(seconds=time)].groupby('time_group').agg(
    #         features).reset_index(drop=False)
    #     d.columns = flatten_mult_index(d.columns, str(time))
    #     agg = pd.merge(agg, d, on=['time_group', 'symbol'], how='left')
    return agg


n_jobs = 8  # 并行度
# snapshot = pd.read_parquet("/Users/raven/Data/tick10_16_daily/20231225_sh600668.parquet")

start = time.time()

base_path = os.path.join(os.path.expanduser('~'), 'Data/tick10_test_1_day')
output_path = os.path.join(os.path.expanduser('~'), 'Data/tick10_test_1_day_feature')
# base_path = os.path.join(os.path.expanduser('~'), 'Data/tick10_test_1_day')
# output_path = os.path.join(os.path.expanduser('~'), 'Data/tick10_test_1_day_feature')
# base_path = os.path.join(os.path.expanduser('~'), 'Data/tick10_test_1_symbol')
# output_path = os.path.join(os.path.expanduser('~'), 'Data/snapshot_tick10_test_1_symbol')

mkdir_if_not_exist(output_path)

snapshot = pd.concat((pd.read_parquet(os.path.join(base_path, f)) for f in os.listdir(base_path) if f.endswith('.parquet')), ignore_index=True)
snapshot['date_time'] = pd.to_datetime(snapshot['date_time'])
print(f'load data cost: {time.time() - start}')

with timer(f"execution time of derived features: (n_jobs:{n_jobs})"):
    for i in range(10):
        snapshot[f'wap{i}'] = calc_wap(snapshot[f'bid_price{i}'], snapshot[f'ask_price{i}'], snapshot[f'bid_volume{i}'], snapshot[f'ask_volume{i}'])
    snapshot['wap_balance'] = np.abs(snapshot['wap0'] - snapshot['wap1'])
    snapshot['price_spread'] = (snapshot['ask_price0'] - snapshot['bid_price0']) / ((snapshot['ask_price0'] + snapshot['bid_price0']) / 2)
    snapshot['bid_spread'] = snapshot['bid_price0'] - snapshot['bid_price1']
    snapshot['ask_spread'] = snapshot['ask_price0'] - snapshot['ask_price1']
    snapshot['total_ask_volume'] = snapshot[[f'ask_volume{i}' for i in range(10)] + [f'bid_volume{i}' for i in range(10)]].sum(axis=1)
    snapshot['volume_imbalance'] = abs(snapshot[[f'ask_volume{i}' for i in range(10)]].sum(axis=1) - snapshot[[f'bid_volume{i}' for i in range(10)]].sum(axis=1))
    snapshot_features = Parallel(n_jobs=n_jobs)(
        delayed(make_features_parallel)(snapshot[snapshot['symbol'] == i]) for i in snapshot.symbol.unique())
    snapshot_feature = pd.concat(snapshot_features, ignore_index=True)
    snapshot_feature.rename(columns={'time_group': 'date_time'}, inplace=True)

# 除掉含Null的记录
col_names = np.array(snapshot_feature.columns)
for i in col_names:
    snapshot_feature = snapshot_feature[~snapshot_feature[i].isnull()]

print(snapshot_feature.info())
print(f"len: {len(snapshot_feature)}")
# print(snapshot_feature.head(5))
snapshot_feature.to_parquet(os.path.join(output_path, 'snapshot_feature.parquet'), index=False, compression='snappy')

# Data/tick10_test 16只股票一天
# [execution time of derived features: (n_jobs:-1)]  20.854sec
# <class 'pandas.core.frame.DataFrame'>
# Index: 381 entries, 0 to 429
# Columns: 678 entries, date_time to log_return_bid9_std_150
# dtypes: datetime64[ns](1), float64(675), int64(2)
# memory usage: 2.0 MB
# None
# len: 381
# date_time  symbol  date_time_count  wap_balance_sum  wap_balance_mean  wap_balance_std  price_spread_sum  price_spread_mean  price_spread_std  bid_spread_sum  bid_spread_mean  bid_spread_std  ask_spread_sum  ask_spread_mean  ask_spread_std  total_ask_volume_sum  total_ask_volume_mean  total_ask_volume_std  volume_imbalance_sum  volume_imbalance_mean  volume_imbalance_std    wap0_sum  wap0_mean  wap0_std  log_return0_sum  log_return0_realized_volatility  log_return0_mean  log_return0_std  log_return_ask0_sum  log_return_ask0_realized_volatility  log_return_ask0_mean  log_return_ask0_std  log_return_bid0_sum  log_return_bid0_realized_volatility  log_return_bid0_mean  log_return_bid0_std      wap1_sum      wap1_mean       wap1_std  log_return1_sum  log_return1_realized_volatility  log_return1_mean  log_return1_std  log_return_ask1_sum  log_return_ask1_realized_volatility  log_return_ask1_mean  log_return_ask1_std  log_return_bid1_sum  log_return_bid1_realized_volatility  log_return_bid1_mean  log_return_bid1_std    wap2_sum  wap2_mean  wap2_std  log_return2_sum  log_return2_realized_volatility  log_return2_mean  log_return2_std  log_return_ask2_sum  log_return_ask2_realized_volatility  log_return_ask2_mean  log_return_ask2_std  log_return_bid2_sum  log_return_bid2_realized_volatility  log_return_bid2_mean  log_return_bid2_std      wap3_sum     wap3_mean       wap3_std  log_return3_sum  log_return3_realized_volatility  log_return3_mean  log_return3_std  log_return_ask3_sum  log_return_ask3_realized_volatility  log_return_ask3_mean  log_return_ask3_std  log_return_bid3_sum  log_return_bid3_realized_volatility  log_return_bid3_mean  log_return_bid3_std    wap4_sum  wap4_mean  wap4_std  log_return4_sum  log_return4_realized_volatility  log_return4_mean  log_return4_std  log_return_ask4_sum  log_return_ask4_realized_volatility  log_return_ask4_mean  log_return_ask4_std  log_return_bid4_sum  log_return_bid4_realized_volatility  log_return_bid4_mean  log_return_bid4_std      wap5_sum     wap5_mean       wap5_std  log_return5_sum  log_return5_realized_volatility  log_return5_mean  log_return5_std  log_return_ask5_sum  log_return_ask5_realized_volatility  log_return_ask5_mean  log_return_ask5_std  log_return_bid5_sum  log_return_bid5_realized_volatility  log_return_bid5_mean  log_return_bid5_std    wap6_sum  wap6_mean  wap6_std  log_return6_sum  log_return6_realized_volatility  log_return6_mean  log_return6_std  log_return_ask6_sum  log_return_ask6_realized_volatility  log_return_ask6_mean  log_return_ask6_std  log_return_bid6_sum  log_return_bid6_realized_volatility  log_return_bid6_mean  log_return_bid6_std      wap7_sum     wap7_mean       wap7_std  log_return7_sum  log_return7_realized_volatility  log_return7_mean  log_return7_std  log_return_ask7_sum  log_return_ask7_realized_volatility  log_return_ask7_mean  log_return_ask7_std  log_return_bid7_sum  log_return_bid7_realized_volatility  log_return_bid7_mean  log_return_bid7_std    wap8_sum  wap8_mean  wap8_std  log_return8_sum  log_return8_realized_volatility  log_return8_mean  log_return8_std  log_return_ask8_sum  log_return_ask8_realized_volatility  log_return_ask8_mean  log_return_ask8_std  log_return_bid8_sum  log_return_bid8_realized_volatility  log_return_bid8_mean  log_return_bid8_std      wap9_sum     wap9_mean       wap9_std  log_return9_sum  log_return9_realized_volatility  log_return9_mean  log_return9_std  log_return_ask9_sum  log_return_ask9_realized_volatility  log_return_ask9_mean  log_return_ask9_std  log_return_bid9_sum  log_return_bid9_realized_volatility  log_return_bid9_mean  log_return_bid9_std  date_time_count_450  wap_balance_sum_450  wap_balance_mean_450  wap_balance_std_450  price_spread_sum_450  price_spread_mean_450  price_spread_std_450  bid_spread_sum_450  bid_spread_mean_450  bid_spread_std_450  ask_spread_sum_450  ask_spread_mean_450  ask_spread_std_450  total_ask_volume_sum_450  total_ask_volume_mean_450  total_ask_volume_std_450  volume_imbalance_sum_450  volume_imbalance_mean_450  volume_imbalance_std_450  wap0_sum_450  wap0_mean_450  wap0_std_450  log_return0_sum_450  log_return0_realized_volatility_450  log_return0_mean_450  log_return0_std_450  log_return_ask0_sum_450  log_return_ask0_realized_volatility_450  log_return_ask0_mean_450  log_return_ask0_std_450  log_return_bid0_sum_450  log_return_bid0_realized_volatility_450  log_return_bid0_mean_450  log_return_bid0_std_450  wap1_sum_450  wap1_mean_450   wap1_std_450  log_return1_sum_450  log_return1_realized_volatility_450  log_return1_mean_450  log_return1_std_450  log_return_ask1_sum_450  log_return_ask1_realized_volatility_450  log_return_ask1_mean_450  log_return_ask1_std_450  log_return_bid1_sum_450  log_return_bid1_realized_volatility_450  log_return_bid1_mean_450  log_return_bid1_std_450  wap2_sum_450  wap2_mean_450  wap2_std_450  log_return2_sum_450  log_return2_realized_volatility_450  log_return2_mean_450  log_return2_std_450  log_return_ask2_sum_450  log_return_ask2_realized_volatility_450  log_return_ask2_mean_450  log_return_ask2_std_450  log_return_bid2_sum_450  log_return_bid2_realized_volatility_450  log_return_bid2_mean_450  log_return_bid2_std_450  wap3_sum_450  wap3_mean_450   wap3_std_450  log_return3_sum_450  log_return3_realized_volatility_450  log_return3_mean_450  log_return3_std_450  log_return_ask3_sum_450  log_return_ask3_realized_volatility_450  log_return_ask3_mean_450  log_return_ask3_std_450  log_return_bid3_sum_450  log_return_bid3_realized_volatility_450  log_return_bid3_mean_450  log_return_bid3_std_450  wap4_sum_450  wap4_mean_450  wap4_std_450  log_return4_sum_450  log_return4_realized_volatility_450  log_return4_mean_450  log_return4_std_450  log_return_ask4_sum_450  log_return_ask4_realized_volatility_450  log_return_ask4_mean_450  log_return_ask4_std_450  log_return_bid4_sum_450  log_return_bid4_realized_volatility_450  log_return_bid4_mean_450  log_return_bid4_std_450  wap5_sum_450  wap5_mean_450   wap5_std_450  log_return5_sum_450  log_return5_realized_volatility_450  log_return5_mean_450  log_return5_std_450  log_return_ask5_sum_450  log_return_ask5_realized_volatility_450  log_return_ask5_mean_450  log_return_ask5_std_450  log_return_bid5_sum_450  log_return_bid5_realized_volatility_450  log_return_bid5_mean_450  log_return_bid5_std_450  wap6_sum_450  wap6_mean_450  wap6_std_450  log_return6_sum_450  log_return6_realized_volatility_450  log_return6_mean_450  log_return6_std_450  log_return_ask6_sum_450  log_return_ask6_realized_volatility_450  log_return_ask6_mean_450  log_return_ask6_std_450  log_return_bid6_sum_450  log_return_bid6_realized_volatility_450  log_return_bid6_mean_450  log_return_bid6_std_450  wap7_sum_450  wap7_mean_450   wap7_std_450  log_return7_sum_450  log_return7_realized_volatility_450  log_return7_mean_450  log_return7_std_450  log_return_ask7_sum_450  log_return_ask7_realized_volatility_450  log_return_ask7_mean_450  log_return_ask7_std_450  log_return_bid7_sum_450  log_return_bid7_realized_volatility_450  log_return_bid7_mean_450  log_return_bid7_std_450  wap8_sum_450  wap8_mean_450  wap8_std_450  log_return8_sum_450  log_return8_realized_volatility_450  log_return8_mean_450  log_return8_std_450  log_return_ask8_sum_450  log_return_ask8_realized_volatility_450  log_return_ask8_mean_450  log_return_ask8_std_450  log_return_bid8_sum_450  log_return_bid8_realized_volatility_450  log_return_bid8_mean_450  log_return_bid8_std_450  wap9_sum_450  wap9_mean_450   wap9_std_450  log_return9_sum_450  log_return9_realized_volatility_450  log_return9_mean_450  log_return9_std_450  log_return_ask9_sum_450  log_return_ask9_realized_volatility_450  log_return_ask9_mean_450  log_return_ask9_std_450  log_return_bid9_sum_450  log_return_bid9_realized_volatility_450  log_return_bid9_mean_450  log_return_bid9_std_450  date_time_count_300  wap_balance_sum_300  wap_balance_mean_300  wap_balance_std_300  price_spread_sum_300  price_spread_mean_300  price_spread_std_300  bid_spread_sum_300  bid_spread_mean_300  bid_spread_std_300  ask_spread_sum_300  ask_spread_mean_300  ask_spread_std_300  total_ask_volume_sum_300  total_ask_volume_mean_300  total_ask_volume_std_300  volume_imbalance_sum_300  volume_imbalance_mean_300  volume_imbalance_std_300  wap0_sum_300  wap0_mean_300  wap0_std_300  log_return0_sum_300  log_return0_realized_volatility_300  log_return0_mean_300  log_return0_std_300  log_return_ask0_sum_300  log_return_ask0_realized_volatility_300  log_return_ask0_mean_300  log_return_ask0_std_300  log_return_bid0_sum_300  log_return_bid0_realized_volatility_300  log_return_bid0_mean_300  log_return_bid0_std_300  wap1_sum_300  wap1_mean_300   wap1_std_300  log_return1_sum_300  log_return1_realized_volatility_300  log_return1_mean_300  log_return1_std_300  log_return_ask1_sum_300  log_return_ask1_realized_volatility_300  log_return_ask1_mean_300  log_return_ask1_std_300  log_return_bid1_sum_300  log_return_bid1_realized_volatility_300  log_return_bid1_mean_300  log_return_bid1_std_300  wap2_sum_300  wap2_mean_300  wap2_std_300  log_return2_sum_300  log_return2_realized_volatility_300  log_return2_mean_300  log_return2_std_300  log_return_ask2_sum_300  log_return_ask2_realized_volatility_300  log_return_ask2_mean_300  log_return_ask2_std_300  log_return_bid2_sum_300  log_return_bid2_realized_volatility_300  log_return_bid2_mean_300  log_return_bid2_std_300  wap3_sum_300  wap3_mean_300   wap3_std_300  log_return3_sum_300  log_return3_realized_volatility_300  log_return3_mean_300  log_return3_std_300  log_return_ask3_sum_300  log_return_ask3_realized_volatility_300  log_return_ask3_mean_300  log_return_ask3_std_300  log_return_bid3_sum_300  log_return_bid3_realized_volatility_300  log_return_bid3_mean_300  log_return_bid3_std_300  wap4_sum_300  wap4_mean_300  wap4_std_300  log_return4_sum_300  log_return4_realized_volatility_300  log_return4_mean_300  log_return4_std_300  log_return_ask4_sum_300  log_return_ask4_realized_volatility_300  log_return_ask4_mean_300  log_return_ask4_std_300  log_return_bid4_sum_300  log_return_bid4_realized_volatility_300  log_return_bid4_mean_300  log_return_bid4_std_300  wap5_sum_300  wap5_mean_300   wap5_std_300  log_return5_sum_300  log_return5_realized_volatility_300  log_return5_mean_300  log_return5_std_300  log_return_ask5_sum_300  log_return_ask5_realized_volatility_300  log_return_ask5_mean_300  log_return_ask5_std_300  log_return_bid5_sum_300  log_return_bid5_realized_volatility_300  log_return_bid5_mean_300  log_return_bid5_std_300  wap6_sum_300  wap6_mean_300  wap6_std_300  log_return6_sum_300  log_return6_realized_volatility_300  log_return6_mean_300  log_return6_std_300  log_return_ask6_sum_300  log_return_ask6_realized_volatility_300  log_return_ask6_mean_300  log_return_ask6_std_300  log_return_bid6_sum_300  log_return_bid6_realized_volatility_300  log_return_bid6_mean_300  log_return_bid6_std_300  wap7_sum_300  wap7_mean_300   wap7_std_300  log_return7_sum_300  log_return7_realized_volatility_300  log_return7_mean_300  log_return7_std_300  log_return_ask7_sum_300  log_return_ask7_realized_volatility_300  log_return_ask7_mean_300  log_return_ask7_std_300  log_return_bid7_sum_300  log_return_bid7_realized_volatility_300  log_return_bid7_mean_300  log_return_bid7_std_300  wap8_sum_300  wap8_mean_300  wap8_std_300  log_return8_sum_300  log_return8_realized_volatility_300  log_return8_mean_300  log_return8_std_300  log_return_ask8_sum_300  log_return_ask8_realized_volatility_300  log_return_ask8_mean_300  log_return_ask8_std_300  log_return_bid8_sum_300  log_return_bid8_realized_volatility_300  log_return_bid8_mean_300  log_return_bid8_std_300  wap9_sum_300  wap9_mean_300   wap9_std_300  log_return9_sum_300  log_return9_realized_volatility_300  log_return9_mean_300  log_return9_std_300  log_return_ask9_sum_300  log_return_ask9_realized_volatility_300  log_return_ask9_mean_300  log_return_ask9_std_300  log_return_bid9_sum_300  log_return_bid9_realized_volatility_300  log_return_bid9_mean_300  log_return_bid9_std_300  date_time_count_150  wap_balance_sum_150  wap_balance_mean_150  wap_balance_std_150  price_spread_sum_150  price_spread_mean_150  price_spread_std_150  bid_spread_sum_150  bid_spread_mean_150  bid_spread_std_150  ask_spread_sum_150  ask_spread_mean_150  ask_spread_std_150  total_ask_volume_sum_150  total_ask_volume_mean_150  total_ask_volume_std_150  volume_imbalance_sum_150  volume_imbalance_mean_150  volume_imbalance_std_150  wap0_sum_150  wap0_mean_150  wap0_std_150  log_return0_sum_150  log_return0_realized_volatility_150  log_return0_mean_150  log_return0_std_150  log_return_ask0_sum_150  log_return_ask0_realized_volatility_150  log_return_ask0_mean_150  log_return_ask0_std_150  log_return_bid0_sum_150  log_return_bid0_realized_volatility_150  log_return_bid0_mean_150  log_return_bid0_std_150  wap1_sum_150  wap1_mean_150   wap1_std_150  log_return1_sum_150  log_return1_realized_volatility_150  log_return1_mean_150  log_return1_std_150  log_return_ask1_sum_150  log_return_ask1_realized_volatility_150  log_return_ask1_mean_150  log_return_ask1_std_150  log_return_bid1_sum_150  log_return_bid1_realized_volatility_150  log_return_bid1_mean_150  log_return_bid1_std_150  wap2_sum_150  wap2_mean_150  wap2_std_150  log_return2_sum_150  log_return2_realized_volatility_150  log_return2_mean_150  log_return2_std_150  log_return_ask2_sum_150  log_return_ask2_realized_volatility_150  log_return_ask2_mean_150  log_return_ask2_std_150  log_return_bid2_sum_150  log_return_bid2_realized_volatility_150  log_return_bid2_mean_150  log_return_bid2_std_150  wap3_sum_150  wap3_mean_150   wap3_std_150  log_return3_sum_150  log_return3_realized_volatility_150  log_return3_mean_150  log_return3_std_150  log_return_ask3_sum_150  log_return_ask3_realized_volatility_150  log_return_ask3_mean_150  log_return_ask3_std_150  log_return_bid3_sum_150  log_return_bid3_realized_volatility_150  log_return_bid3_mean_150  log_return_bid3_std_150  wap4_sum_150  wap4_mean_150  wap4_std_150  log_return4_sum_150  log_return4_realized_volatility_150  log_return4_mean_150  log_return4_std_150  log_return_ask4_sum_150  log_return_ask4_realized_volatility_150  log_return_ask4_mean_150  log_return_ask4_std_150  log_return_bid4_sum_150  log_return_bid4_realized_volatility_150  log_return_bid4_mean_150  log_return_bid4_std_150  wap5_sum_150  wap5_mean_150   wap5_std_150  log_return5_sum_150  log_return5_realized_volatility_150  log_return5_mean_150  log_return5_std_150  log_return_ask5_sum_150  log_return_ask5_realized_volatility_150  log_return_ask5_mean_150  log_return_ask5_std_150  log_return_bid5_sum_150  log_return_bid5_realized_volatility_150  log_return_bid5_mean_150  log_return_bid5_std_150  wap6_sum_150  wap6_mean_150  wap6_std_150  log_return6_sum_150  log_return6_realized_volatility_150  log_return6_mean_150  log_return6_std_150  log_return_ask6_sum_150  log_return_ask6_realized_volatility_150  log_return_ask6_mean_150  log_return_ask6_std_150  log_return_bid6_sum_150  log_return_bid6_realized_volatility_150  log_return_bid6_mean_150  log_return_bid6_std_150  wap7_sum_150  wap7_mean_150   wap7_std_150  log_return7_sum_150  log_return7_realized_volatility_150  log_return7_mean_150  log_return7_std_150  log_return_ask7_sum_150  log_return_ask7_realized_volatility_150  log_return_ask7_mean_150  log_return_ask7_std_150  log_return_bid7_sum_150  log_return_bid7_realized_volatility_150  log_return_bid7_mean_150  log_return_bid7_std_150  wap8_sum_150  wap8_mean_150  wap8_std_150  log_return8_sum_150  log_return8_realized_volatility_150  log_return8_mean_150  log_return8_std_150  log_return_ask8_sum_150  log_return_ask8_realized_volatility_150  log_return_ask8_mean_150  log_return_ask8_std_150  log_return_bid8_sum_150  log_return_bid8_realized_volatility_150  log_return_bid8_mean_150  log_return_bid8_std_150  wap9_sum_150  wap9_mean_150   wap9_std_150  log_return9_sum_150  log_return9_realized_volatility_150  log_return9_mean_150  log_return9_std_150  log_return_ask9_sum_150  log_return_ask9_realized_volatility_150  log_return_ask9_mean_150  log_return_ask9_std_150  log_return_bid9_sum_150  log_return_bid9_realized_volatility_150  log_return_bid9_mean_150  log_return_bid9_std_150
# 0 2023-01-03 09:30:00  600050              201     8.965177e+07     446028.723682    171714.830154          0.453194           0.002255          0.000269   -7.630346e+07   -379619.225224   265473.819988   -1.052250e+08    -5.235076e+05   381636.980790          1.467983e+09           7.303399e+06          1.069098e+06          2.679515e+08           1.333092e+06          8.224633e+05  904.737504   4.501182  0.012656         0.011087                         0.014136          0.000055         0.001001             0.011074                             0.014205              0.000055             0.001005             0.011099                             0.014576              0.000055             0.001032  8.965268e+07  446033.224863  171714.831459        -0.437300                         8.056436         -0.002187         0.571101             0.151797                            22.242305              0.000759             1.576715            -1.643945                            18.602764             -0.008220             1.318689  904.706179   4.501026  0.012656         0.011088                         0.014138          0.000055         0.001001             0.011050                             0.014174              0.000055             0.001003             0.011124                             0.014608              0.000056             0.001034  1.522067e+08  7.572472e+05  189013.853319         0.977799                         2.884524          0.004889         0.204420             0.924681                             4.063318              0.004623             0.288004             0.752307                             6.798245              0.003762             0.481900  904.665924   4.500825  0.012656         0.011089                         0.014140          0.000055         0.001001             0.011025                             0.014142              0.000055             0.001001             0.011148                             0.014641              0.000056             0.001036  1.582376e+08  7.872519e+05  220845.698080         1.184840                         1.876077          0.005924         0.132859             1.723140                             2.968538              0.008616             0.210257            -0.324213                             3.657035             -0.001621             0.259235  904.616737   4.500581  0.012657         0.011090                         0.014142          0.000055         0.001001             0.011001                             0.014111              0.000055             0.000999             0.011173                             0.014674              0.000056             0.001039  1.642483e+08  8.171557e+05  256779.989726         2.276542                         2.909641          0.011383         0.205943             2.260040                             3.151861              0.011300             0.223142             2.214600                             5.012214              0.011073             0.355133  904.558619   4.500292  0.012657         0.011091                         0.014145          0.000055         0.001001             0.010977                             0.014080              0.000055             0.000997             0.011198                             0.014706              0.000056             0.001041  1.638174e+08  8.150117e+05  406704.096843         2.690265                         3.392297          0.013451         0.240095             2.237921                             2.809453              0.011190             0.198841             1.944891                             4.988876              0.009724             0.353518                 50.0         2.224245e+07         444849.048480        161503.726255              0.113042               0.002261          3.109495e-04        -10046134.69         -200922.6938       125244.770661        -37725014.18        -7.545003e+05       468122.464284              4.015667e+08               8.031333e+06              7.771684e+05              8.987122e+07                1797424.389             598219.037759    225.561880       4.511238      0.015077             0.008860                             0.008446              0.000177             0.001193                 0.008850                                 0.008287                  0.000177                 0.001170                 0.008869                                 0.008874                  0.000177                 0.001255  2.224268e+07  444853.559718  161503.727648             0.544581                             3.149750              0.010892             0.449830                 2.887726                                13.221053                  0.057755                 1.887821                -1.061579                                11.432164                 -0.021232                 1.633025    225.554100       4.511082      0.015077             0.008860                             0.008448              0.000177             0.001194                 0.008830                                 0.008269                  0.000177                 0.001168                 0.008889                                 0.008894                  0.000178                 0.001258  4.271748e+07   8.543496e+05  219181.403153             0.149445                             1.955716              0.002989             0.279372                 0.394845                                 1.422466                  0.007897                 0.203053                -0.640063                                 3.538903                 -0.012801                 0.505392    225.544103       4.510882      0.015077             0.008861                             0.008450              0.000177             0.001194                 0.008811                                 0.008251                  0.000176                 0.001165                 0.008909                                 0.008914                  0.000178                 0.001261  4.643288e+07   9.286575e+05  161695.138091             0.211808                             1.463222              0.004236             0.208988                 0.256069                                 1.439616                  0.005121                 0.205594                -0.869296                                 2.814243                 -0.017386                 0.401651    225.531889       4.510638      0.015077             0.008862                             0.008452              0.000177             0.001194                 0.008791                                 0.008233                  0.000176                 0.001163                 0.008929                                 0.008934                  0.000179                 0.001263  5.029270e+07   1.005854e+06  217168.800039            -0.447281                             1.653949             -0.008946             0.236106                -0.741430                                 1.942231                 -0.014829                 0.277057                -0.035579                                 3.018118                 -0.000712                 0.431159    225.517458       4.510349      0.015077             0.008863                             0.008455              0.000177             0.001194                 0.008772                                 0.008215                  0.000175                 0.001160                 0.008949                                 0.008954                  0.000179                 0.001266  6.325486e+07   1.265097e+06  407548.638080             0.426199                             2.635348              0.008524             0.376380                 0.433358                                 2.177772                  0.008667                 0.310987                -0.146427                                 3.139965                 -0.002929                 0.448557                100.0         4.361620e+07         436162.035111        171309.778889              0.224346               0.002243              0.000219        -31347510.33         -313475.1033       234662.215683       -5.798949e+07        -5.798949e+05       456924.215339              8.094282e+08               8.094282e+06              6.417551e+05              1.999530e+08               1.999530e+06              5.414667e+05    450.168819       4.501688      0.014929             0.006637                             0.009802              0.000066             0.000983                 0.006630                                 0.009662                  0.000066                 0.000969                 0.006645                                 0.010176                  0.000066                 0.001021  4.361665e+07  436166.536799  171309.779295            -0.505036                             3.593714             -0.005050             0.361146                -0.083056                                17.092522                 -0.000831                 1.717863                -1.771852                                14.462295                 -0.017719                 1.453406    450.153248       4.501532      0.014929             0.006638                             0.009804              0.000066             0.000983                 0.006615                                 0.009641                  0.000066                 0.000967                 0.006659                                 0.010198                  0.000067                 0.001023  8.581252e+07   8.581252e+05  164245.239904             0.215380                             1.996119              0.002154             0.200606                 0.379717                                 1.501995                  0.003797                 0.150908                -0.270716                                 3.584129                 -0.002707                 0.360208    450.133233       4.501332      0.014930             0.006638                             0.009806              0.000066             0.000983                 0.006601                                 0.009620                  0.000066                 0.000965                 0.006674                                 0.010221                  0.000067                 0.001025  9.477030e+07   9.477030e+05  178605.204430             0.233231                             1.585476              0.002332             0.159329                 0.122839                                 1.499311                  0.001228                 0.150681                -0.796129                                 2.985767                 -0.007961                 0.299974    450.108776       4.501088      0.014930             0.006639                             0.009808              0.000066             0.000983                 0.006586                                 0.009598                  0.000066                 0.000962                 0.006689                                 0.010244                  0.000067                 0.001027  1.005829e+08   1.005829e+06  227542.623158             0.184378                             2.006747              0.001844             0.201677                -0.604557                                 1.993143                 -0.006046                 0.200226                 0.756149                                 3.564341                  0.007561                 0.358149    450.079876       4.500799      0.014930             0.006640                             0.009810              0.000066             0.000984                 0.006572                                 0.009577                  0.000066                 0.000960                 0.006704                                 0.010267                  0.000067                 0.001030  9.596138e+07   9.596138e+05  442310.279462            -0.026730                             2.850976             -0.000267             0.286534                 0.470489                                 2.187123                  0.004705                 0.219763                -1.046768                                 3.611752                 -0.010468                 0.362842                150.0         7.025213e+07         468347.554362        171083.864960              0.337470               0.002250              0.000253       -6.102069e+07       -406804.567867       254986.759026       -7.974906e+07        -5.316604e+05       400713.900649              1.162579e+09               7.750528e+06              7.559446e+05              2.494183e+08               1.662789e+06              6.862846e+05    675.570697       4.503805      0.013095             0.004420                             0.010873              0.000029             0.000890                 0.004415                                 0.010858                  0.000029                 0.000889                 0.004425                                 0.011322                  0.000029                 0.000927  7.025281e+07  468352.058167  171083.865366            -0.649312                             4.008523             -0.004329             0.328362                 0.042783                                17.474120                  0.000285                 1.431536                -2.189603                                14.710063                 -0.014597                 1.205006    675.547340       4.503649      0.013095             0.004420                             0.010874              0.000029             0.000890                 0.004405                                 0.010834                  0.000029                 0.000887                 0.004435                                 0.011347                  0.000030                 0.000929  1.208811e+08   8.058739e+05  172323.306707             1.050901                             2.197829              0.007006             0.179916                 1.527531                                 3.001734                  0.010184                 0.245699                 0.133498                                 3.728961                  0.000890                 0.305487    675.517321       4.503449      0.013095             0.004421                             0.010876              0.000029             0.000891                 0.004396                                 0.010810                  0.000029                 0.000885                 0.004444                                 0.011372                  0.000030                 0.000931  1.291356e+08   8.609039e+05  203081.920911             0.698136                             1.623634              0.004654             0.132931                 0.950475                                 1.554303                  0.006337                 0.127175                -0.469216                                 3.057479                 -0.003128                 0.250459    675.480641       4.503204      0.013096             0.004421                             0.010879              0.000029             0.000891                 0.004386                                 0.010786                  0.000029                 0.000883                 0.004454                                 0.011398                  0.000030                 0.000933  1.329061e+08   8.860408e+05  255424.104990             0.327081                             2.245194              0.002181             0.183920                 0.117212                                 2.184688                  0.000781                 0.178975                 0.676220                                 3.838072                  0.004508                 0.314395    675.437301       4.502915      0.013096             0.004422                             0.010881              0.000029             0.000891                 0.004376                                 0.010762                  0.000029                 0.000881                 0.004464                                 0.011423                  0.000030                 0.000935  1.412662e+08   9.417748e+05  392382.207269             0.555038                             3.046072              0.003700             0.249516                 0.830226                                 2.717881                  0.005535                 0.222588                -0.199279                                 4.023992                 -0.001329                 0.329656
# 1 2023-01-03 09:40:00  600050              200     1.252181e+08     626090.374464    240688.912276          0.445268           0.002226          0.000156   -1.186517e+08   -593258.500950   310174.094655   -1.508426e+08    -7.542129e+05   518617.400639          1.874616e+09           9.373082e+06          9.641731e+05          5.088633e+08           2.544317e+06          1.221811e+06  902.802744   4.514014  0.010383         0.002203                         0.010948          0.000011         0.000778             0.002200                             0.011046              0.000011             0.000785             0.002205                             0.011070              0.000011             0.000787  1.252190e+08  626094.888478  240688.913746         1.523724                         4.922828          0.007657         0.349766             1.867705                            14.418641              0.009385             1.024645             0.201178                            16.122059              0.001011             1.145744  902.771708   4.513859  0.010383         0.002203                         0.010949          0.000011         0.000778             0.002195                             0.011022              0.000011             0.000783             0.002210                             0.011095              0.000011             0.000788  2.115662e+08  1.057831e+06  342829.160662         0.544039                         1.990159          0.002734         0.141408             0.200181                             2.757648              0.001006             0.195975             0.824544                             2.835456              0.004143             0.201464  902.731810   4.513659  0.010383         0.002203                         0.010949          0.000011         0.000778             0.002191                             0.010997              0.000011             0.000781             0.002215                             0.011120              0.000011             0.000790  2.349875e+08  1.174937e+06  371517.338586        -0.209308                         1.441432         -0.001052         0.102433            -0.321570                             2.366525             -0.001616             0.168174             0.847536                             3.464466              0.004259             0.246172  902.683051   4.513415  0.010384         0.002203                         0.010951          0.000011         0.000778             0.002186                             0.010973              0.000011             0.000780             0.002220                             0.011144              0.000011             0.000792  2.168067e+08  1.084033e+06  236204.284485         0.652962                         1.805560          0.003281         0.128273             1.094141                             3.299955              0.005498             0.234453            -0.387859                             1.982512             -0.001949             0.140877  902.625431   4.513127  0.010384         0.002204                         0.010952          0.000011         0.000778             0.002181                             0.010949              0.000011             0.000778             0.002225                             0.011169              0.000011             0.000794  2.780466e+08  1.390233e+06  371039.553825         0.051233                         2.061777          0.000257         0.146524            -0.094868                             3.181260             -0.000477             0.226082             0.664918                             2.367937              0.003341             0.168249                 50.0         3.282630e+07         656525.906685        315625.160038              0.112649               0.002253          3.120123e-04        -23864233.89         -477284.6778       238684.895482        -42882549.38        -8.576510e+05       882885.890279              4.613707e+08               9.227413e+06              3.316455e+05              6.452802e+07                1290560.329             566385.623942    226.361891       4.527238      0.006161             0.008840                             0.008114              0.000177             0.001145                 0.008830                                 0.008253                  0.000177                 0.001165                 0.008850                                 0.008271                  0.000177                 0.001168  3.282652e+07  656530.433923  315625.163627             1.022668                             2.682776              0.020453             0.382696                 1.727204                                 9.638616                  0.034544                 1.376503                -0.686804                                 9.821999                 -0.013736                 1.403074    226.354138       4.527083      0.006161             0.008841                             0.008114              0.000177             0.001145                 0.008811                                 0.008235                  0.000176                 0.001163                 0.008869                                 0.008290                  0.000177                 0.001171  7.062378e+07   1.412476e+06  403617.569769             0.508790                             1.255249              0.010176             0.179026                 1.609390                                 1.807951                  0.032188                 0.256224                -0.687542                                 2.074723                 -0.013751                 0.296063    226.344176       4.526884      0.006161             0.008841                             0.008115              0.000177             0.001145                 0.008791                                 0.008217                  0.000176                 0.001160                 0.008889                                 0.008308                  0.000178                 0.001173  8.380478e+07   1.676096e+06  228164.203827            -0.409328                             0.854394             -0.008187             0.121776                -0.031595                                 1.650157                 -0.000632                 0.235736                -0.520719                                 2.816620                 -0.010414                 0.402237    226.332006       4.526640      0.006162             0.008842                             0.008116              0.000177             0.001146                 0.008772                                 0.008199                  0.000175                 0.001158                 0.008909                                 0.008327                  0.000178                 0.001176  6.886786e+07   1.377357e+06  266784.244883             0.480902                             1.668870              0.009618             0.238212                 0.191022                                 3.065020                  0.003820                 0.437843                -0.039661                                 0.742623                 -0.000793                 0.106086    226.317626       4.526353      0.006162             0.008844                             0.008117              0.000177             0.001146                 0.008753                                 0.008181                  0.000175                 0.001155                 0.008929                                 0.008345                  0.000179                 0.001178  6.128516e+07   1.225703e+06  142812.811561            -0.473518                             0.793678             -0.009470             0.112978                -0.302157                                 2.431220                 -0.006043                 0.347263                -0.515080                                 1.218079                 -0.010302                 0.173700                100.0         6.231761e+07         623176.058369        272890.472361              0.223651               0.002237              0.000220        -48248708.92         -482487.0892       256960.356354       -8.928756e+07        -8.928756e+05       663341.498013              9.891659e+08               9.891659e+06              7.302704e+05              2.654883e+08               2.654883e+06              1.445096e+06    451.578839       4.515788      0.012412             0.008840                             0.009251              0.000088             0.000926                 0.008830                                 0.009372                  0.000088                 0.000938                 0.008850                                 0.009392                  0.000088                 0.000940  6.231806e+07  623180.574157  272890.475293             1.341927                             4.514466              0.013419             0.453520                 2.089296                                13.629090                  0.020893                 1.369614                -0.380781                                14.686925                 -0.003808                 1.476087    451.563315       4.515633      0.012412             0.008841                             0.009252              0.000088             0.000926                 0.008811                                 0.009351                  0.000088                 0.000936                 0.008869                                 0.009413                  0.000089                 0.000942  1.251527e+08   1.251527e+06  332375.992596             0.394558                             1.358996              0.003946             0.136527                 0.640617                                 2.579639                  0.006406                 0.259183                -0.578325                                 2.077578                 -0.005783                 0.208723    451.543363       4.515434      0.012412             0.008841                             0.009253              0.000088             0.000926                 0.008791                                 0.009330                  0.000088                 0.000934                 0.008889                                 0.009434                  0.000089                 0.000944  1.451242e+08   1.451242e+06  288909.898696            -0.304964                             1.232193             -0.003050             0.123802                 0.002567                                 2.321113                  0.000026                 0.233281                -0.401483                                 2.924213                 -0.004015                 0.293867    451.518982       4.515190      0.012413             0.008842                             0.009254              0.000088             0.000926                 0.008772                                 0.009310                  0.000088                 0.000932                 0.008909                                 0.009455                  0.000089                 0.000946  1.173561e+08   1.173561e+06  282373.514563             0.544541                             1.750176              0.005445             0.175814                 0.299405                                 3.172556                  0.002994                 0.318840                 0.020957                                 1.316983                  0.000210                 0.132362    451.490173       4.514902      0.012413             0.008844                             0.009255              0.000088             0.000926                 0.008753                                 0.009289                  0.000088                 0.000929                 0.008929                                 0.009476                  0.000089                 0.000948  1.495483e+08   1.495483e+06  339933.973352            -0.398306                             1.867112             -0.003983             0.187609                -0.216387                                 2.557974                 -0.002164                 0.257077                -0.456326                                 2.218033                 -0.004563                 0.222873                150.0         9.312540e+07         620836.031429        245421.738551              0.334605               0.002231              0.000180       -8.042188e+07       -536145.892333       251371.712713       -1.164885e+08        -7.765903e+05       582188.603033              1.470185e+09               9.801236e+06              6.959840e+05              4.255132e+08               2.836755e+06              1.236542e+06    676.895787       4.512639      0.011242             0.006623                             0.009513              0.000044             0.000778                 0.006615                                 0.009630                  0.000044                 0.000788                 0.006630                                 0.009651                  0.000044                 0.000789  9.312608e+07  620840.544068  245421.741476             0.756199                             4.628155              0.005041             0.379119                 1.470423                                14.122103                  0.009803                 1.156886                -1.018551                                14.725216                 -0.006790                 1.206317    676.872497       4.512483      0.011242             0.006623                             0.009514              0.000044             0.000778                 0.006601                                 0.009608                  0.000044                 0.000786                 0.006645                                 0.009672                  0.000044                 0.000791  1.757470e+08   1.171646e+06  307453.071490             0.961823                             1.382406              0.006412             0.113068                 0.928051                                 2.594381                  0.006187                 0.212449                 0.099019                                 2.119616                  0.000660                 0.173644    676.842560       4.512284      0.011242             0.006624                             0.009515              0.000044             0.000778                 0.006586                                 0.009587                  0.000044                 0.000784                 0.006659                                 0.009694                  0.000044                 0.000793  1.976354e+08   1.317570e+06  311237.263466             0.153990                             1.265495              0.001027             0.103668                -0.267222                                 2.337797                 -0.001781                 0.191511                 0.296463                                 2.962565                  0.001976                 0.242695    676.805974       4.512040      0.011242             0.006624                             0.009516              0.000044             0.000778                 0.006572                                 0.009566                  0.000044                 0.000782                 0.006674                                 0.009716                  0.000044                 0.000795  1.643347e+08   1.095564e+06  264147.542237             0.296325                             1.794321              0.001976             0.146983                 0.171535                                 3.198734                  0.001144                 0.262048                -0.157093                                 1.342835                 -0.001047                 0.110004    676.762740       4.511752      0.011243             0.006625                             0.009517              0.000044             0.000778                 0.006557                                 0.009545                  0.000044                 0.000781                 0.006689                                 0.009737                  0.000045                 0.000796  2.299606e+08   1.533071e+06  309224.236546             0.098687                             1.912507              0.000658             0.156677                -0.046703                                 2.559008                 -0.000311                 0.209642                 0.177693                                 2.296504                  0.001185                 0.188133
# 2 2023-01-03 09:50:00  600050              200     1.605791e+08     802895.544542    363796.268512          0.442353           0.002212          0.000218   -1.129058e+08   -564528.958600   268220.210289   -2.099397e+08    -1.049699e+06   642727.509401          2.309614e+09           1.154807e+07          1.086626e+06          3.083539e+08           1.541769e+06          6.300140e+05  913.277813   4.566389  0.014925         0.006565                         0.010280          0.000033         0.000730             0.006557                             0.010501              0.000033             0.000746             0.006572                             0.010518              0.000033             0.000747  1.605800e+08  802900.110931  363796.272160         0.071307                         5.189662          0.000358         0.368813             0.246689                            16.119814              0.001240             1.145585            -0.050342                            14.680428             -0.000253             1.043293  913.247111   4.566236  0.014925         0.006565                         0.010280          0.000033         0.000730             0.006543                             0.010478              0.000033             0.000744             0.006586                             0.010541              0.000033             0.000748  2.153214e+08  1.076607e+06  266077.602892        -0.006391                         2.155906         -0.000032         0.153214             1.017138                             1.824784              0.005111             0.129580            -0.467460                             2.757597             -0.002349             0.195960  913.207649   4.566038  0.014926         0.006566                         0.010281          0.000033         0.000730             0.006529                             0.010455              0.000033             0.000742             0.006601                             0.010564              0.000033             0.000750  2.630317e+08  1.315158e+06  258793.801838        -0.703186                         2.011222         -0.003534         0.142887            -0.339355                             1.617737             -0.001705             0.114955            -0.325399                             2.821001             -0.001635             0.200473  913.159427   4.565797  0.014927         0.006566                         0.010282          0.000033         0.000730             0.006515                             0.010432              0.000033             0.000741             0.006615                             0.010587              0.000033             0.000752  2.201986e+08  1.100993e+06  323966.482387         0.353614                         1.870768          0.001777         0.132938             0.168934                             1.808874              0.000849             0.128548            -0.217332                             2.701019             -0.001092             0.191950  913.102446   4.565512  0.014927         0.006567                         0.010284          0.000033         0.000730             0.006501                             0.010410              0.000033             0.000739             0.006630                             0.010611              0.000033             0.000753  2.125056e+08  1.062528e+06  275216.182556        -0.380258                         2.327843         -0.001911         0.165421            -0.154136                             2.809540             -0.000775             0.199664            -1.175844                             3.203795             -0.005909             0.227607                 50.0         4.069277e+07         813855.407946        321242.669459              0.111199               0.002224          3.078850e-04        -30152970.94         -603059.4188       185784.164214        -64510070.43        -1.290201e+06       544332.262872              5.415497e+08               1.083099e+07              1.206921e+06              1.114864e+08                2229728.751             440193.364293    229.311931       4.586239      0.009411             0.002183                             0.004087              0.000044             0.000582                 0.002181                                 0.003772                  0.000044                 0.000537                 0.002186                                 0.004879                  0.000044                 0.000696  4.069300e+07  813859.994185  321242.661411            -0.604667                             2.099200             -0.012093             0.299637                -0.850207                                 6.341835                 -0.017004                 0.905814                 0.317489                                 5.134008                  0.006350                 0.733402    229.304278       4.586086      0.009411             0.002184                             0.004089              0.000044             0.000583                 0.002176                                 0.003764                  0.000044                 0.000536                 0.002191                                 0.004890                  0.000044                 0.000697  4.830969e+07   9.661939e+05   86790.433132            -0.232147                             0.386571             -0.004643             0.055025                 0.051696                                 0.787689                  0.001034                 0.112522                -0.352141                                 1.061404                 -0.007043                 0.151462    229.294444       4.585889      0.009412             0.002184                             0.004092              0.000044             0.000583                 0.002172                                 0.003756                  0.000043                 0.000535                 0.002195                                 0.004900                  0.000044                 0.000699  6.294306e+07   1.258861e+06  207875.611307            -0.430056                             0.952067             -0.008601             0.135732                -0.358884                                 0.643305                 -0.007178                 0.091614                -0.624999                                 0.829254                 -0.012500                 0.117790    229.282430       4.585649      0.009412             0.002184                             0.004095              0.000044             0.000583                 0.002167                                 0.003748                  0.000043                 0.000534                 0.002200                                 0.004911                  0.000044                 0.000700  4.117256e+07   8.234513e+05  283472.133633             0.644678                             1.425666              0.012894             0.203250                 0.436260                                 1.070983                  0.008725                 0.152743                 1.103730                                 1.585401                  0.022075                 0.225386    229.268236       4.585365      0.009412             0.002184                             0.004098              0.000044             0.000584                 0.002162                                 0.003740                  0.000043                 0.000532                 0.002205                                 0.004922                  0.000044                 0.000702  6.682575e+07   1.336515e+06  255847.398352            -0.845355                             1.538459             -0.016907             0.219115                -0.545975                                 1.173250                 -0.010920                 0.167244                -1.091888                                 2.459533                 -0.021838                 0.350669                100.0         9.407854e+07         940785.425537        413407.115958              0.220590               0.002206              0.000217        -55748342.65         -557483.4265       170672.612878       -1.355244e+08        -1.355244e+06       688065.828275              1.135734e+09               1.135734e+07              1.006667e+06              2.015917e+08               2.015917e+06              4.690356e+05    457.848923       4.578489      0.010808             0.004372                             0.005574              0.000044             0.000558                 0.004367                                 0.005344                  0.000044                 0.000535                 0.004376                                 0.006181                  0.000044                 0.000620  9.407900e+07  940790.004026  413407.112999            -0.070709                             3.246851             -0.000707             0.326320                -0.091415                                 8.360131                 -0.000914                 0.840224                -0.003284                                 5.470275                 -0.000033                 0.549783    457.833612       4.578336      0.010808             0.004372                             0.005576              0.000044             0.000559                 0.004357                                 0.005333                  0.000044                 0.000534                 0.004386                                 0.006194                  0.000044                 0.000621  1.105942e+08   1.105942e+06  271487.792907            -0.763580                             1.092030             -0.007636             0.109485                 0.191261                                 0.790885                  0.001913                 0.079464                -0.861605                                 1.277288                 -0.008616                 0.128080    457.813934       4.578139      0.010808             0.004372                             0.005578              0.000044             0.000559                 0.004348                                 0.005321                  0.000043                 0.000533                 0.004396                                 0.006208                  0.000044                 0.000622  1.195763e+08   1.195763e+06  193752.831353            -0.587776                             1.146880             -0.005878             0.115114                -0.510698                                 0.843418                 -0.005107                 0.084611                -0.160653                                 1.516636                 -0.001607                 0.152419    457.789887       4.577899      0.010808             0.004373                             0.005581              0.000044             0.000559                 0.004338                                 0.005310                  0.000043                 0.000532                 0.004405                                 0.006221                  0.000044                 0.000624  8.910034e+07   8.910034e+05  228485.348802             0.401505                             1.496465              0.004015             0.150346                 0.207488                                 1.323862                  0.002075                 0.133037                -0.362886                                 2.142756                 -0.003629                 0.215324    457.761471       4.577615      0.010809             0.004373                             0.005583              0.000044             0.000559                 0.004329                                 0.005298                  0.000043                 0.000531                 0.004415                                 0.006235                  0.000044                 0.000625  1.184949e+08   1.184949e+06  264489.470007            -0.398435                             1.588295             -0.003984             0.159579                 0.109819                                 1.253680                  0.001098                 0.125995                -1.424552                                 2.474693                 -0.014246                 0.248304                150.0         1.257580e+08         838386.678424        389324.295447              0.332569               0.002217              0.000251       -7.876928e+07       -525128.554600       217501.834023       -1.737920e+08        -1.158613e+06       675916.260117              1.744285e+09               1.162856e+07              1.136627e+06              2.589178e+08               1.726119e+06              6.092001e+05    685.560832       4.570406      0.014875             0.008763                             0.008484              0.000058             0.000693                 0.008753                                 0.008755                  0.000058                 0.000715                 0.008772                                 0.008767                  0.000058                 0.000716  1.257587e+08  838391.248829  389324.297964             0.155982                             4.170293              0.001040             0.341642                 0.037255                                12.445098                  0.000248                 1.019542                 0.436697                                11.996142                  0.002911                 0.982758    685.537815       4.570252      0.014875             0.008763                             0.008485              0.000058             0.000693                 0.008734                                 0.008736                  0.000058                 0.000713                 0.008791                                 0.008787                  0.000059                 0.000717  1.666203e+08   1.110802e+06  269226.962280            -0.107386                             1.590779             -0.000716             0.130320                 0.846344                                 1.389875                  0.005642                 0.113722                -0.359260                                 1.800944                 -0.002395                 0.147519    685.508233       4.570055      0.014876             0.008764                             0.008486              0.000058             0.000693                 0.008715                                 0.008717                  0.000058                 0.000712                 0.008811                                 0.008806                  0.000059                 0.000719  1.929876e+08   1.286584e+06  234530.280459            -0.411342                             1.415150             -0.002742             0.115901                 0.106528                                 1.470713                  0.000710                 0.120483                -0.823834                                 2.058343                 -0.005492                 0.168536    685.472088       4.569814      0.014876             0.008765                             0.008487              0.000058             0.000693                 0.008696                                 0.008698                  0.000058                 0.000710                 0.008830                                 0.008825                  0.000059                 0.000721  1.611716e+08   1.074477e+06  335648.626591            -0.040979                             1.644930             -0.000273             0.134758                -0.128513                                 1.544121                 -0.000857                 0.126496                 0.280253                                 2.655317                  0.001868                 0.217524    685.429379       4.569529      0.014877             0.008766                             0.008488              0.000058             0.000693                 0.008677                                 0.008679                  0.000058                 0.000709                 0.008850                                 0.008845                  0.000059                 0.000722  1.673614e+08   1.115743e+06  269957.791397            -0.692260                             1.986992             -0.004615             0.162715                -0.709965                                 2.005896                 -0.004733                 0.164261                -1.284176                                 3.084322                 -0.008561                 0.252531
# 3 2023-01-03 10:00:00  600050              200     1.744888e+08     872443.759438    318029.430167          0.435883           0.002179          0.000004   -1.500403e+08   -750201.406600   399735.242800   -2.569250e+08    -1.284625e+06   789137.977680          2.212204e+09           1.106102e+07          1.433641e+06          4.508978e+08           2.254489e+06          1.057995e+06  917.668013   4.588340  0.008414         0.002179                         0.008438          0.000011         0.000600             0.002176                             0.008429              0.000011             0.000599             0.002181                             0.008447              0.000011             0.000600  1.744897e+08  872448.347778  318029.429564         0.025485                         2.765781          0.000128         0.196555            -0.092259                            11.137195             -0.000464             0.791486             0.101804                             9.669500              0.000512             0.687181  917.637501   4.588188  0.008414         0.002179                         0.008439          0.000011         0.000600             0.002172                             0.008410              0.000011             0.000598             0.002186                             0.008466              0.000011             0.000602  2.749435e+08  1.374718e+06  359337.083587         0.830656                         1.504440          0.004174         0.106834            -0.143896                             2.060310             -0.000723             0.146418             1.177143                             2.002633              0.005915             0.142197  917.598272   4.587991  0.008415         0.002179                         0.008439          0.000011         0.000600             0.002167                             0.008392              0.000011             0.000596             0.002191                             0.008484              0.000011             0.000603  2.293762e+08  1.146881e+06  281825.373745         0.658676                         1.787063          0.003310         0.126958             0.462244                             2.593615              0.002323             0.184305             0.409251                             2.048354              0.002057             0.145556  917.550325   4.587752  0.008415         0.002179                         0.008440          0.000011         0.000600             0.002162                             0.008374              0.000011             0.000595             0.002195                             0.008503              0.000011             0.000604  2.053371e+08  1.026686e+06  429159.843167        -0.773935                         2.594668         -0.003889         0.184354            -0.333874                             1.771196             -0.001678             0.125862            -0.144334                             1.591579             -0.000725             0.113106  917.493660   4.587468  0.008416         0.002180                         0.008441          0.000011         0.000600             0.002157                             0.008356              0.000011             0.000594             0.002200                             0.008521              0.000011             0.000605  2.655017e+08  1.327508e+06  309125.365566         0.883983                         2.066178          0.004442         0.146769             0.641752                             1.688893              0.003225             0.119981             1.055113                             1.558860              0.005302             0.110656                 50.0         4.583497e+07         916699.356011        149047.721145              0.108809               0.002176          6.683437e-07        -43289743.49         -865794.8698       182315.450218        -54752269.99        -1.095045e+06       436327.930079              5.343729e+08               1.068746e+07              3.442394e+05              5.171589e+07                1034317.750              47243.848115    229.757008       4.595140      0.001414             0.000000                             0.003074              0.000000             0.000439                 0.000000                                 0.003071                  0.000000                 0.000439                 0.000000                                 0.003078                  0.000000                 0.000440  4.583520e+07  916703.951152  149047.721159             0.310737                             0.508825              0.006215             0.072418                 0.043864                                 4.497505                  0.000877                 0.642500                 0.379269                                 5.014518                  0.007585                 0.716319    229.749391       4.594988      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003064                  0.000000                 0.000438                 0.000000                                 0.003084                  0.000000                 0.000441  8.981003e+07   1.796201e+06   47202.627394             0.029009                             0.157355              0.000580             0.022472                 0.003011                                 0.114907                  0.000060                 0.016415                 0.110666                                 0.225722                  0.002213                 0.032168    229.739598       4.594792      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003058                  0.000000                 0.000437                 0.000000                                 0.003091                  0.000000                 0.000442  6.828251e+07   1.365650e+06   40939.726364             0.051330                             0.107096              0.001027             0.015264                 0.015816                                 0.568712                  0.000316                 0.081244                 0.228194                                 0.896141                  0.004564                 0.127937    229.727629       4.594553      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003051                  0.000000                 0.000436                 0.000000                                 0.003098                  0.000000                 0.000443  3.780745e+07   7.561491e+05   67112.127727            -0.008186                             0.685503             -0.000164             0.097929                 0.006864                                 0.495842                  0.000137                 0.070834                 0.003433                                 0.290454                  0.000069                 0.041493    229.713484       4.594270      0.001414             0.000000                             0.003076              0.000000             0.000439                 0.000000                                 0.003045                  0.000000                 0.000435                 0.000000                                 0.003105                  0.000000                 0.000444  7.604930e+07   1.520986e+06   79877.950043             0.043505                             0.629210              0.000870             0.089883                 0.034298                                 0.501743                  0.000686                 0.071674                 0.069085                                 0.355232                  0.001382                 0.050728                100.0         7.604103e+07         760410.297366        233298.600330              0.217623               0.002176              0.000001        -67646115.99         -676461.1599       302747.376688       -1.107663e+08        -1.107663e+06       533305.756043              1.012800e+09               1.012800e+07              8.645813e+05              1.329931e+08               1.329931e+06              4.176729e+05    459.504015       4.595040      0.002245            -0.002174                             0.005755             -0.000022             0.000578                -0.002172                                 0.005749                 -0.000022                 0.000577                -0.002176                                 0.005761                 -0.000022                 0.000579  7.604149e+07  760414.892407  233298.600529            -0.420949                             2.036489             -0.004209             0.204631                -0.320130                                 9.159452                 -0.003201                 0.920554                -0.445650                                 7.893816                 -0.004456                 0.793346    459.488782       4.594888      0.002245            -0.002174                             0.005756             -0.000022             0.000578                -0.002167                                 0.005737                 -0.000022                 0.000576                -0.002181                                 0.005774                 -0.000022                 0.000580  1.666299e+08   1.666299e+06  223939.229390             0.103689                             1.295827              0.001037             0.130231                -0.022627                                 1.339377                 -0.000226                 0.134612                 0.285101                                 1.239695                  0.002851                 0.124561    459.469196       4.594692      0.002245            -0.002174                             0.005756             -0.000022             0.000578                -0.002162                                 0.005724                 -0.000022                 0.000575                -0.002186                                 0.005787                 -0.000022                 0.000581  1.321871e+08   1.321871e+06   69948.183529            -0.025442                             0.281348             -0.000254             0.028275                 0.461923                                 0.878824                  0.004619                 0.088203                -0.787172                                 1.676340                 -0.007872                 0.168293    459.445257       4.594453      0.002245            -0.002175                             0.005757             -0.000022             0.000578                -0.002157                                 0.005712                 -0.000022                 0.000574                -0.002191                                 0.005799                 -0.000022                 0.000582  7.779204e+07   7.779204e+05  144297.600274            -0.355476                             1.476157             -0.003555             0.148316                -0.233292                                 0.911016                 -0.002333                 0.091531                -0.011756                                 0.490851                 -0.000118                 0.049332    459.416966       4.594170      0.002246            -0.002175                             0.005758             -0.000022             0.000578                -0.002153                                 0.005699                 -0.000022                 0.000572                -0.002195                                 0.005812                 -0.000022                 0.000584  1.470245e+08   1.470245e+06  126845.072700             0.383416                             1.096758              0.003834             0.110161                -0.308588                                 1.010830                 -0.003086                 0.101545                 0.361966                                 0.857552                  0.003620                 0.086110                150.0         1.337793e+08         891862.163970        355743.721341              0.326670               0.002178              0.000003       -1.137581e+08       -758387.246533       415187.780754       -2.005859e+08        -1.337239e+06       679934.595975              1.582965e+09               1.055310e+07              1.284283e+06              2.900101e+08               1.933401e+06              1.026692e+06    688.761017       4.591740      0.006380             0.004362                             0.007543              0.000029             0.000617                 0.004357                                 0.007535                  0.000029                 0.000617                 0.004367                                 0.007551                  0.000029                 0.000618  1.337800e+08  891866.755710  355743.719607            -0.128617                             2.566718             -0.000857             0.210272                 0.338944                                10.355360                  0.002260                 0.848341                -0.281168                                 9.007282                 -0.001874                 0.737903    688.738150       4.591588      0.006380             0.004362                             0.007544              0.000029             0.000617                 0.004348                                 0.007518                  0.000029                 0.000615                 0.004376                                 0.007568                  0.000029                 0.000619  2.234882e+08   1.489921e+06  326642.183906             0.618312                             1.406952              0.004122             0.115188                -0.146537                                 1.983493                 -0.000977                 0.162491                 0.707049                                 1.732241                  0.004714                 0.141832    688.708749       4.591392      0.006380             0.004363                             0.007544              0.000029             0.000617                 0.004338                                 0.007502                  0.000029                 0.000614                 0.004386                                 0.007584                  0.000029                 0.000621  1.770495e+08   1.180330e+06  288268.037076             0.089750                             1.561488              0.000598             0.127921                -0.237450                                 2.279749                 -0.001583                 0.186758                -0.069068                                 1.980480                 -0.000460                 0.162247    688.672816       4.591152      0.006380             0.004363                             0.007545              0.000029             0.000617                 0.004329                                 0.007486                  0.000029                 0.000613                 0.004396                                 0.007601                  0.000029                 0.000622  1.521932e+08   1.014621e+06  427558.218199            -0.041649                             2.219883             -0.000278             0.181860                 0.236206                                 1.536192                  0.001575                 0.125840                 0.135222                                 0.886864                  0.000901                 0.072649    688.630349       4.590869      0.006381             0.004364                             0.007546              0.000029             0.000618                 0.004320                                 0.007470                  0.000029                 0.000611                 0.004405                                 0.007618                  0.000029                 0.000623  1.993750e+08   1.329166e+06  277475.236541            -0.037751                             1.599459             -0.000252             0.131033                -0.048141                                 1.410534                 -0.000321                 0.115555                 0.181104                                 1.080064                  0.001207                 0.088474
# 4 2023-01-03 10:10:00  600050              200     1.736055e+08     868027.430047    358192.891066          0.431117           0.002156          0.000009   -1.537648e+08   -768823.875800   534551.207080   -2.057520e+08    -1.028760e+06   625070.619072          1.669083e+09           8.345417e+06          9.232745e+05          1.862912e+08           9.314558e+05          3.464770e+05  927.828144   4.639141  0.020284         0.012973                         0.010101          0.000065         0.000715             0.012959                             0.010090              0.000065             0.000714             0.012987                             0.010112              0.000065             0.000716  1.736064e+08  868032.069187  358192.882396        -0.665339                         4.937187         -0.003343         0.350855            -1.095881                            15.837775             -0.005507             1.125528            -0.347545                            12.261898             -0.001746             0.871413  927.797966   4.638990  0.020284         0.012974                         0.010102          0.000065         0.000715             0.012931                             0.010068              0.000065             0.000713             0.013015                             0.010134              0.000065             0.000717  2.495631e+08  1.247816e+06  327412.060860        -0.349920                         2.688155         -0.001758         0.191031             0.079853                             2.991987              0.000401             0.212631            -0.655689                             3.285033             -0.003295             0.233434  927.759166   4.638796  0.020285         0.012975                         0.010103          0.000065         0.000715             0.012903                             0.010047              0.000065             0.000711             0.013044                             0.010156              0.000066             0.000719  2.510452e+08  1.255226e+06  344412.544402         0.025262                         1.399945          0.000127         0.099490             0.096172                             1.420017              0.000483             0.100915            -0.449888                             1.974475             -0.002261             0.140302  927.711743   4.638559  0.020286         0.012977                         0.010104          0.000065         0.000715             0.012876                             0.010025              0.000065             0.000710             0.013072                             0.010178              0.000066             0.000720  2.070740e+08  1.035370e+06  152679.695146         0.395263                         1.215424          0.001986         0.086353             0.248346                             1.761254              0.001248             0.125161            -0.115158                             2.356374             -0.000579             0.167459  927.655697   4.638278  0.020287         0.012978                         0.010105          0.000065         0.000715             0.012848                             0.010004              0.000065             0.000708             0.013101                             0.010200              0.000066             0.000722  2.058458e+08  1.029229e+06  226257.838007        -0.273681                         1.594094         -0.001375         0.113279             0.168241                             3.317128              0.000845             0.235736            -0.005068                             2.978136             -0.000025             0.211647                 50.0         3.530143e+07         706028.532369        220080.487425              0.107388               0.002148          1.395523e-06        -23728667.45         -474573.3490       246734.519781        -48133266.95        -9.626653e+05       590378.043393              4.068311e+08               8.136623e+06              1.496651e+05              4.980224e+07                 996044.750             182942.973338    232.797047       4.655941      0.003030             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003032                  0.000000                 0.000433                 0.000000                                 0.003038                  0.000000                 0.000434  3.530166e+07  706033.188310  220080.487495            -0.679332                             1.512686             -0.013587             0.215662                -1.767138                                 4.861746                 -0.035343                 0.693617                 1.260648                                 2.218160                  0.025213                 0.315855    232.789530       4.655791      0.003031             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003025                  0.000000                 0.000432                 0.000000                                 0.003045                  0.000000                 0.000435  5.555998e+07   1.111200e+06   94827.355583             0.212227                             0.237605              0.004245             0.033672                 0.347053                                 0.211306                  0.006941                 0.029361                 0.007137                                 0.394618                  0.000143                 0.056374    232.779865       4.655597      0.003031             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003019                  0.000000                 0.000431                 0.000000                                 0.003051                  0.000000                 0.000436  6.652856e+07   1.330571e+06  111413.918963             0.118106                             0.235061              0.002362             0.033495                 0.248047                                 0.298639                  0.004961                 0.042367                -0.220639                                 0.330836                 -0.004413                 0.047052    232.768052       4.655361      0.003031             0.000000                             0.003036              0.000000             0.000434                 0.000000                                 0.003012                  0.000000                 0.000430                 0.000000                                 0.003058                  0.000000                 0.000437  5.404779e+07   1.080956e+06   40202.064534             0.037681                             0.144845              0.000754             0.020678                 0.132702                                 0.398231                  0.002654                 0.056827                 0.038558                                 0.240613                  0.000771                 0.034364    232.754091       4.655082      0.003031             0.000000                             0.003036              0.000000             0.000434                 0.000000                                 0.003006                  0.000000                 0.000429                 0.000000                                 0.003064                  0.000000                 0.000438  5.532897e+07   1.106579e+06  197189.234613             0.038162                             1.165452              0.000763             0.166491                 0.039893                                 1.788656                  0.000798                 0.255521                 0.085922                                 0.722584                  0.001718                 0.103212                100.0         7.204531e+07         720453.074217        273737.916419              0.214989               0.002150              0.000003        -52855118.36         -528551.1836       344791.479885       -9.571258e+07        -9.571258e+05       541428.324218              8.232340e+08               8.232340e+06              3.251103e+05              1.041838e+08               1.041838e+06              2.840870e+05    465.134088       4.651341      0.005949             0.000000                             0.005268              0.000000             0.000529                 0.000000                                 0.005262                  0.000000                 0.000529                 0.000000                                 0.005273                  0.000000                 0.000530  7.204577e+07  720457.725558  273737.917946            -1.274734                             3.136202             -0.012747             0.314940                -1.383221                                 7.876613                 -0.013832                 0.791507                -1.112613                                 8.594855                 -0.011126                 0.863743    465.119039       4.651190      0.005950             0.000000                             0.005268              0.000000             0.000529                 0.000000                                 0.005251                  0.000000                 0.000528                 0.000000                                 0.005285                  0.000000                 0.000531  1.157237e+08   1.157237e+06  164718.297044             0.600796                             1.363053              0.006008             0.136859                 0.516725                                 0.996849                  0.005167                 0.100052                 0.712245                                 0.676671                  0.007122                 0.067630    465.099689       4.650997      0.005950             0.000000                             0.005269              0.000000             0.000530                 0.000000                                 0.005240                  0.000000                 0.000527                 0.000000                                 0.005296                  0.000000                 0.000532  1.097046e+08   1.097046e+06  290592.303923             0.207763                             0.992674              0.002078             0.099746                 0.395253                                 0.473819                  0.003953                 0.047455                -0.160806                                 0.832145                 -0.001608                 0.083618    465.076041       4.650760      0.005950             0.000000                             0.005269              0.000000             0.000530                 0.000000                                 0.005228                  0.000000                 0.000525                 0.000000                                 0.005308                  0.000000                 0.000533  1.094098e+08   1.094098e+06   62577.240989             0.252281                             0.512569              0.002523             0.051453                 0.365796                                 0.544785                  0.003658                 0.054629                 0.282690                                 0.640716                  0.002827                 0.064332    465.048092       4.650481      0.005950             0.000000                             0.005270              0.000000             0.000530                 0.000000                                 0.005217                  0.000000                 0.000524                 0.000000                                 0.005319                  0.000000                 0.000535  1.038578e+08   1.038578e+06  180365.975375             0.200177                             1.223821              0.002002             0.122982                 0.250566                                 1.900034                  0.002506                 0.190944                 0.422877                                 1.142968                  0.004229                 0.114794                150.0         1.207656e+08         805104.046839        369263.828738              0.322633               0.002151              0.000004       -1.107150e+08       -738100.209067       560049.376292       -1.439427e+08        -9.596177e+05       659476.327976              1.203191e+09               8.021272e+06              5.478315e+05              1.434507e+08               9.563379e+05              3.593059e+05    697.381128       4.649208      0.009294             0.006466                             0.009376              0.000043             0.000767                 0.006459                                 0.009366                  0.000043                 0.000766                 0.006473                                 0.009386                  0.000043                 0.000768  1.207663e+08  805108.696046  369263.826440            -0.724025                             4.844059             -0.004827             0.396811                -1.573901                                15.705606                 -0.010493                 1.286610                -0.163060                                11.565100                 -0.001087                 0.947449    697.358543       4.649057      0.009294             0.006466                             0.009377              0.000043             0.000767                 0.006445                                 0.009346                  0.000043                 0.000764                 0.006487                                 0.009406                  0.000043                 0.000769  1.725038e+08   1.150025e+06  290671.855042            -0.086466                             2.659571             -0.000576             0.217880                -0.129934                                 2.943097                 -0.000866                 0.241106                 0.352357                                 2.901318                  0.002349                 0.237674    697.329506       4.648863      0.009294             0.006467                             0.009378              0.000043             0.000767                 0.006431                                 0.009326                  0.000043                 0.000763                 0.006501                                 0.009427                  0.000043                 0.000771  1.722632e+08   1.148421e+06  301933.475579            -0.196577                             1.350994             -0.001311             0.110670                -0.294299                                 1.283394                 -0.001962                 0.105121                -1.061732                                 1.804365                 -0.007078                 0.147649    697.294017       4.648627      0.009295             0.006467                             0.009379              0.000043             0.000767                 0.006417                                 0.009306                  0.000043                 0.000761                 0.006515                                 0.009447                  0.000043                 0.000773  1.567877e+08   1.045251e+06   99121.073472             0.056283                             0.658911              0.000375             0.053979                 0.481381                                 1.339839                  0.003209                 0.109717                -0.702848                                 2.246045                 -0.004686                 0.183943    697.252074       4.648347      0.009295             0.006468                             0.009380              0.000043             0.000767                 0.006403                                 0.009286                  0.000043                 0.000760                 0.006529                                 0.009468                  0.000044                 0.000774  1.498021e+08   9.986808e+05  168647.142444             0.385448                             1.521194              0.002570             0.124594                 1.550217                                 3.026507                  0.010335                 0.247724                -0.561698                                 2.885279                 -0.003745                 0.236341

# Data/snapshot_tick10_test_1_symbol 1只股票1年
# [execution time of derived features: (n_jobs:-1)]  2348.345sec
# <class 'pandas.core.frame.DataFrame'>
# Index: 5523 entries, 0 to 6006
# Columns: 678 entries, date_time to log_return_bid9_std_150
# dtypes: datetime64[ns](1), float64(675), int64(2)
# memory usage: 28.6 MB
# None
# len: 5523
# date_time  symbol  date_time_count  wap_balance_sum  wap_balance_mean  wap_balance_std  price_spread_sum  price_spread_mean  price_spread_std  bid_spread_sum  bid_spread_mean  bid_spread_std  ask_spread_sum  ask_spread_mean  ask_spread_std  total_ask_volume_sum  total_ask_volume_mean  total_ask_volume_std  volume_imbalance_sum  volume_imbalance_mean  volume_imbalance_std    wap0_sum  wap0_mean  wap0_std  log_return0_sum  log_return0_realized_volatility  log_return0_mean  log_return0_std  log_return_ask0_sum  log_return_ask0_realized_volatility  log_return_ask0_mean  log_return_ask0_std  log_return_bid0_sum  log_return_bid0_realized_volatility  log_return_bid0_mean  log_return_bid0_std      wap1_sum      wap1_mean       wap1_std  log_return1_sum  log_return1_realized_volatility  log_return1_mean  log_return1_std  log_return_ask1_sum  log_return_ask1_realized_volatility  log_return_ask1_mean  log_return_ask1_std  log_return_bid1_sum  log_return_bid1_realized_volatility  log_return_bid1_mean  log_return_bid1_std    wap2_sum  wap2_mean  wap2_std  log_return2_sum  log_return2_realized_volatility  log_return2_mean  log_return2_std  log_return_ask2_sum  log_return_ask2_realized_volatility  log_return_ask2_mean  log_return_ask2_std  log_return_bid2_sum  log_return_bid2_realized_volatility  log_return_bid2_mean  log_return_bid2_std      wap3_sum     wap3_mean       wap3_std  log_return3_sum  log_return3_realized_volatility  log_return3_mean  log_return3_std  log_return_ask3_sum  log_return_ask3_realized_volatility  log_return_ask3_mean  log_return_ask3_std  log_return_bid3_sum  log_return_bid3_realized_volatility  log_return_bid3_mean  log_return_bid3_std    wap4_sum  wap4_mean  wap4_std  log_return4_sum  log_return4_realized_volatility  log_return4_mean  log_return4_std  log_return_ask4_sum  log_return_ask4_realized_volatility  log_return_ask4_mean  log_return_ask4_std  log_return_bid4_sum  log_return_bid4_realized_volatility  log_return_bid4_mean  log_return_bid4_std      wap5_sum     wap5_mean       wap5_std  log_return5_sum  log_return5_realized_volatility  log_return5_mean  log_return5_std  log_return_ask5_sum  log_return_ask5_realized_volatility  log_return_ask5_mean  log_return_ask5_std  log_return_bid5_sum  log_return_bid5_realized_volatility  log_return_bid5_mean  log_return_bid5_std    wap6_sum  wap6_mean  wap6_std  log_return6_sum  log_return6_realized_volatility  log_return6_mean  log_return6_std  log_return_ask6_sum  log_return_ask6_realized_volatility  log_return_ask6_mean  log_return_ask6_std  log_return_bid6_sum  log_return_bid6_realized_volatility  log_return_bid6_mean  log_return_bid6_std      wap7_sum     wap7_mean       wap7_std  log_return7_sum  log_return7_realized_volatility  log_return7_mean  log_return7_std  log_return_ask7_sum  log_return_ask7_realized_volatility  log_return_ask7_mean  log_return_ask7_std  log_return_bid7_sum  log_return_bid7_realized_volatility  log_return_bid7_mean  log_return_bid7_std    wap8_sum  wap8_mean  wap8_std  log_return8_sum  log_return8_realized_volatility  log_return8_mean  log_return8_std  log_return_ask8_sum  log_return_ask8_realized_volatility  log_return_ask8_mean  log_return_ask8_std  log_return_bid8_sum  log_return_bid8_realized_volatility  log_return_bid8_mean  log_return_bid8_std      wap9_sum     wap9_mean       wap9_std  log_return9_sum  log_return9_realized_volatility  log_return9_mean  log_return9_std  log_return_ask9_sum  log_return_ask9_realized_volatility  log_return_ask9_mean  log_return_ask9_std  log_return_bid9_sum  log_return_bid9_realized_volatility  log_return_bid9_mean  log_return_bid9_std  date_time_count_450  wap_balance_sum_450  wap_balance_mean_450  wap_balance_std_450  price_spread_sum_450  price_spread_mean_450  price_spread_std_450  bid_spread_sum_450  bid_spread_mean_450  bid_spread_std_450  ask_spread_sum_450  ask_spread_mean_450  ask_spread_std_450  total_ask_volume_sum_450  total_ask_volume_mean_450  total_ask_volume_std_450  volume_imbalance_sum_450  volume_imbalance_mean_450  volume_imbalance_std_450  wap0_sum_450  wap0_mean_450  wap0_std_450  log_return0_sum_450  log_return0_realized_volatility_450  log_return0_mean_450  log_return0_std_450  log_return_ask0_sum_450  log_return_ask0_realized_volatility_450  log_return_ask0_mean_450  log_return_ask0_std_450  log_return_bid0_sum_450  log_return_bid0_realized_volatility_450  log_return_bid0_mean_450  log_return_bid0_std_450  wap1_sum_450  wap1_mean_450   wap1_std_450  log_return1_sum_450  log_return1_realized_volatility_450  log_return1_mean_450  log_return1_std_450  log_return_ask1_sum_450  log_return_ask1_realized_volatility_450  log_return_ask1_mean_450  log_return_ask1_std_450  log_return_bid1_sum_450  log_return_bid1_realized_volatility_450  log_return_bid1_mean_450  log_return_bid1_std_450  wap2_sum_450  wap2_mean_450  wap2_std_450  log_return2_sum_450  log_return2_realized_volatility_450  log_return2_mean_450  log_return2_std_450  log_return_ask2_sum_450  log_return_ask2_realized_volatility_450  log_return_ask2_mean_450  log_return_ask2_std_450  log_return_bid2_sum_450  log_return_bid2_realized_volatility_450  log_return_bid2_mean_450  log_return_bid2_std_450  wap3_sum_450  wap3_mean_450   wap3_std_450  log_return3_sum_450  log_return3_realized_volatility_450  log_return3_mean_450  log_return3_std_450  log_return_ask3_sum_450  log_return_ask3_realized_volatility_450  log_return_ask3_mean_450  log_return_ask3_std_450  log_return_bid3_sum_450  log_return_bid3_realized_volatility_450  log_return_bid3_mean_450  log_return_bid3_std_450  wap4_sum_450  wap4_mean_450  wap4_std_450  log_return4_sum_450  log_return4_realized_volatility_450  log_return4_mean_450  log_return4_std_450  log_return_ask4_sum_450  log_return_ask4_realized_volatility_450  log_return_ask4_mean_450  log_return_ask4_std_450  log_return_bid4_sum_450  log_return_bid4_realized_volatility_450  log_return_bid4_mean_450  log_return_bid4_std_450  wap5_sum_450  wap5_mean_450   wap5_std_450  log_return5_sum_450  log_return5_realized_volatility_450  log_return5_mean_450  log_return5_std_450  log_return_ask5_sum_450  log_return_ask5_realized_volatility_450  log_return_ask5_mean_450  log_return_ask5_std_450  log_return_bid5_sum_450  log_return_bid5_realized_volatility_450  log_return_bid5_mean_450  log_return_bid5_std_450  wap6_sum_450  wap6_mean_450  wap6_std_450  log_return6_sum_450  log_return6_realized_volatility_450  log_return6_mean_450  log_return6_std_450  log_return_ask6_sum_450  log_return_ask6_realized_volatility_450  log_return_ask6_mean_450  log_return_ask6_std_450  log_return_bid6_sum_450  log_return_bid6_realized_volatility_450  log_return_bid6_mean_450  log_return_bid6_std_450  wap7_sum_450  wap7_mean_450   wap7_std_450  log_return7_sum_450  log_return7_realized_volatility_450  log_return7_mean_450  log_return7_std_450  log_return_ask7_sum_450  log_return_ask7_realized_volatility_450  log_return_ask7_mean_450  log_return_ask7_std_450  log_return_bid7_sum_450  log_return_bid7_realized_volatility_450  log_return_bid7_mean_450  log_return_bid7_std_450  wap8_sum_450  wap8_mean_450  wap8_std_450  log_return8_sum_450  log_return8_realized_volatility_450  log_return8_mean_450  log_return8_std_450  log_return_ask8_sum_450  log_return_ask8_realized_volatility_450  log_return_ask8_mean_450  log_return_ask8_std_450  log_return_bid8_sum_450  log_return_bid8_realized_volatility_450  log_return_bid8_mean_450  log_return_bid8_std_450  wap9_sum_450  wap9_mean_450   wap9_std_450  log_return9_sum_450  log_return9_realized_volatility_450  log_return9_mean_450  log_return9_std_450  log_return_ask9_sum_450  log_return_ask9_realized_volatility_450  log_return_ask9_mean_450  log_return_ask9_std_450  log_return_bid9_sum_450  log_return_bid9_realized_volatility_450  log_return_bid9_mean_450  log_return_bid9_std_450  date_time_count_300  wap_balance_sum_300  wap_balance_mean_300  wap_balance_std_300  price_spread_sum_300  price_spread_mean_300  price_spread_std_300  bid_spread_sum_300  bid_spread_mean_300  bid_spread_std_300  ask_spread_sum_300  ask_spread_mean_300  ask_spread_std_300  total_ask_volume_sum_300  total_ask_volume_mean_300  total_ask_volume_std_300  volume_imbalance_sum_300  volume_imbalance_mean_300  volume_imbalance_std_300  wap0_sum_300  wap0_mean_300  wap0_std_300  log_return0_sum_300  log_return0_realized_volatility_300  log_return0_mean_300  log_return0_std_300  log_return_ask0_sum_300  log_return_ask0_realized_volatility_300  log_return_ask0_mean_300  log_return_ask0_std_300  log_return_bid0_sum_300  log_return_bid0_realized_volatility_300  log_return_bid0_mean_300  log_return_bid0_std_300  wap1_sum_300  wap1_mean_300   wap1_std_300  log_return1_sum_300  log_return1_realized_volatility_300  log_return1_mean_300  log_return1_std_300  log_return_ask1_sum_300  log_return_ask1_realized_volatility_300  log_return_ask1_mean_300  log_return_ask1_std_300  log_return_bid1_sum_300  log_return_bid1_realized_volatility_300  log_return_bid1_mean_300  log_return_bid1_std_300  wap2_sum_300  wap2_mean_300  wap2_std_300  log_return2_sum_300  log_return2_realized_volatility_300  log_return2_mean_300  log_return2_std_300  log_return_ask2_sum_300  log_return_ask2_realized_volatility_300  log_return_ask2_mean_300  log_return_ask2_std_300  log_return_bid2_sum_300  log_return_bid2_realized_volatility_300  log_return_bid2_mean_300  log_return_bid2_std_300  wap3_sum_300  wap3_mean_300   wap3_std_300  log_return3_sum_300  log_return3_realized_volatility_300  log_return3_mean_300  log_return3_std_300  log_return_ask3_sum_300  log_return_ask3_realized_volatility_300  log_return_ask3_mean_300  log_return_ask3_std_300  log_return_bid3_sum_300  log_return_bid3_realized_volatility_300  log_return_bid3_mean_300  log_return_bid3_std_300  wap4_sum_300  wap4_mean_300  wap4_std_300  log_return4_sum_300  log_return4_realized_volatility_300  log_return4_mean_300  log_return4_std_300  log_return_ask4_sum_300  log_return_ask4_realized_volatility_300  log_return_ask4_mean_300  log_return_ask4_std_300  log_return_bid4_sum_300  log_return_bid4_realized_volatility_300  log_return_bid4_mean_300  log_return_bid4_std_300  wap5_sum_300  wap5_mean_300   wap5_std_300  log_return5_sum_300  log_return5_realized_volatility_300  log_return5_mean_300  log_return5_std_300  log_return_ask5_sum_300  log_return_ask5_realized_volatility_300  log_return_ask5_mean_300  log_return_ask5_std_300  log_return_bid5_sum_300  log_return_bid5_realized_volatility_300  log_return_bid5_mean_300  log_return_bid5_std_300  wap6_sum_300  wap6_mean_300  wap6_std_300  log_return6_sum_300  log_return6_realized_volatility_300  log_return6_mean_300  log_return6_std_300  log_return_ask6_sum_300  log_return_ask6_realized_volatility_300  log_return_ask6_mean_300  log_return_ask6_std_300  log_return_bid6_sum_300  log_return_bid6_realized_volatility_300  log_return_bid6_mean_300  log_return_bid6_std_300  wap7_sum_300  wap7_mean_300   wap7_std_300  log_return7_sum_300  log_return7_realized_volatility_300  log_return7_mean_300  log_return7_std_300  log_return_ask7_sum_300  log_return_ask7_realized_volatility_300  log_return_ask7_mean_300  log_return_ask7_std_300  log_return_bid7_sum_300  log_return_bid7_realized_volatility_300  log_return_bid7_mean_300  log_return_bid7_std_300  wap8_sum_300  wap8_mean_300  wap8_std_300  log_return8_sum_300  log_return8_realized_volatility_300  log_return8_mean_300  log_return8_std_300  log_return_ask8_sum_300  log_return_ask8_realized_volatility_300  log_return_ask8_mean_300  log_return_ask8_std_300  log_return_bid8_sum_300  log_return_bid8_realized_volatility_300  log_return_bid8_mean_300  log_return_bid8_std_300  wap9_sum_300  wap9_mean_300   wap9_std_300  log_return9_sum_300  log_return9_realized_volatility_300  log_return9_mean_300  log_return9_std_300  log_return_ask9_sum_300  log_return_ask9_realized_volatility_300  log_return_ask9_mean_300  log_return_ask9_std_300  log_return_bid9_sum_300  log_return_bid9_realized_volatility_300  log_return_bid9_mean_300  log_return_bid9_std_300  date_time_count_150  wap_balance_sum_150  wap_balance_mean_150  wap_balance_std_150  price_spread_sum_150  price_spread_mean_150  price_spread_std_150  bid_spread_sum_150  bid_spread_mean_150  bid_spread_std_150  ask_spread_sum_150  ask_spread_mean_150  ask_spread_std_150  total_ask_volume_sum_150  total_ask_volume_mean_150  total_ask_volume_std_150  volume_imbalance_sum_150  volume_imbalance_mean_150  volume_imbalance_std_150  wap0_sum_150  wap0_mean_150  wap0_std_150  log_return0_sum_150  log_return0_realized_volatility_150  log_return0_mean_150  log_return0_std_150  log_return_ask0_sum_150  log_return_ask0_realized_volatility_150  log_return_ask0_mean_150  log_return_ask0_std_150  log_return_bid0_sum_150  log_return_bid0_realized_volatility_150  log_return_bid0_mean_150  log_return_bid0_std_150  wap1_sum_150  wap1_mean_150   wap1_std_150  log_return1_sum_150  log_return1_realized_volatility_150  log_return1_mean_150  log_return1_std_150  log_return_ask1_sum_150  log_return_ask1_realized_volatility_150  log_return_ask1_mean_150  log_return_ask1_std_150  log_return_bid1_sum_150  log_return_bid1_realized_volatility_150  log_return_bid1_mean_150  log_return_bid1_std_150  wap2_sum_150  wap2_mean_150  wap2_std_150  log_return2_sum_150  log_return2_realized_volatility_150  log_return2_mean_150  log_return2_std_150  log_return_ask2_sum_150  log_return_ask2_realized_volatility_150  log_return_ask2_mean_150  log_return_ask2_std_150  log_return_bid2_sum_150  log_return_bid2_realized_volatility_150  log_return_bid2_mean_150  log_return_bid2_std_150  wap3_sum_150  wap3_mean_150   wap3_std_150  log_return3_sum_150  log_return3_realized_volatility_150  log_return3_mean_150  log_return3_std_150  log_return_ask3_sum_150  log_return_ask3_realized_volatility_150  log_return_ask3_mean_150  log_return_ask3_std_150  log_return_bid3_sum_150  log_return_bid3_realized_volatility_150  log_return_bid3_mean_150  log_return_bid3_std_150  wap4_sum_150  wap4_mean_150  wap4_std_150  log_return4_sum_150  log_return4_realized_volatility_150  log_return4_mean_150  log_return4_std_150  log_return_ask4_sum_150  log_return_ask4_realized_volatility_150  log_return_ask4_mean_150  log_return_ask4_std_150  log_return_bid4_sum_150  log_return_bid4_realized_volatility_150  log_return_bid4_mean_150  log_return_bid4_std_150  wap5_sum_150  wap5_mean_150   wap5_std_150  log_return5_sum_150  log_return5_realized_volatility_150  log_return5_mean_150  log_return5_std_150  log_return_ask5_sum_150  log_return_ask5_realized_volatility_150  log_return_ask5_mean_150  log_return_ask5_std_150  log_return_bid5_sum_150  log_return_bid5_realized_volatility_150  log_return_bid5_mean_150  log_return_bid5_std_150  wap6_sum_150  wap6_mean_150  wap6_std_150  log_return6_sum_150  log_return6_realized_volatility_150  log_return6_mean_150  log_return6_std_150  log_return_ask6_sum_150  log_return_ask6_realized_volatility_150  log_return_ask6_mean_150  log_return_ask6_std_150  log_return_bid6_sum_150  log_return_bid6_realized_volatility_150  log_return_bid6_mean_150  log_return_bid6_std_150  wap7_sum_150  wap7_mean_150   wap7_std_150  log_return7_sum_150  log_return7_realized_volatility_150  log_return7_mean_150  log_return7_std_150  log_return_ask7_sum_150  log_return_ask7_realized_volatility_150  log_return_ask7_mean_150  log_return_ask7_std_150  log_return_bid7_sum_150  log_return_bid7_realized_volatility_150  log_return_bid7_mean_150  log_return_bid7_std_150  wap8_sum_150  wap8_mean_150  wap8_std_150  log_return8_sum_150  log_return8_realized_volatility_150  log_return8_mean_150  log_return8_std_150  log_return_ask8_sum_150  log_return_ask8_realized_volatility_150  log_return_ask8_mean_150  log_return_ask8_std_150  log_return_bid8_sum_150  log_return_bid8_realized_volatility_150  log_return_bid8_mean_150  log_return_bid8_std_150  wap9_sum_150  wap9_mean_150   wap9_std_150  log_return9_sum_150  log_return9_realized_volatility_150  log_return9_mean_150  log_return9_std_150  log_return_ask9_sum_150  log_return_ask9_realized_volatility_150  log_return_ask9_mean_150  log_return_ask9_std_150  log_return_bid9_sum_150  log_return_bid9_realized_volatility_150  log_return_bid9_mean_150  log_return_bid9_std_150
# 0 2023-01-03 09:30:00  600050              201     8.965177e+07     446028.723682    171714.830154          0.453194           0.002255          0.000269   -7.630346e+07   -379619.225224   265473.819988   -1.052250e+08    -5.235076e+05   381636.980790          1.467983e+09           7.303399e+06          1.069098e+06          2.679515e+08           1.333092e+06          8.224633e+05  904.737504   4.501182  0.012656         0.011087                         0.014136          0.000055         0.001001             0.011074                             0.014205              0.000055             0.001005             0.011099                             0.014576              0.000055             0.001032  8.965268e+07  446033.224863  171714.831459        -0.437300                         8.056436         -0.002187         0.571101             0.151797                            22.242305              0.000759             1.576715            -1.643945                            18.602764             -0.008220             1.318689  904.706179   4.501026  0.012656         0.011088                         0.014138          0.000055         0.001001             0.011050                             0.014174              0.000055             0.001003             0.011124                             0.014608              0.000056             0.001034  1.522067e+08  7.572472e+05  189013.853319         0.977799                         2.884524          0.004889         0.204420             0.924681                             4.063318              0.004623             0.288004             0.752307                             6.798245              0.003762             0.481900  904.665924   4.500825  0.012656         0.011089                         0.014140          0.000055         0.001001             0.011025                             0.014142              0.000055             0.001001             0.011148                             0.014641              0.000056             0.001036  1.582376e+08  7.872519e+05  220845.698080         1.184840                         1.876077          0.005924         0.132859             1.723140                             2.968538              0.008616             0.210257            -0.324213                             3.657035             -0.001621             0.259235  904.616737   4.500581  0.012657         0.011090                         0.014142          0.000055         0.001001             0.011001                             0.014111              0.000055             0.000999             0.011173                             0.014674              0.000056             0.001039  1.642483e+08  8.171557e+05  256779.989726         2.276542                         2.909641          0.011383         0.205943             2.260040                             3.151861              0.011300             0.223142             2.214600                             5.012214              0.011073             0.355133  904.558619   4.500292  0.012657         0.011091                         0.014145          0.000055         0.001001             0.010977                             0.014080              0.000055             0.000997             0.011198                             0.014706              0.000056             0.001041  1.638174e+08  8.150117e+05  406704.096843         2.690265                         3.392297          0.013451         0.240095             2.237921                             2.809453              0.011190             0.198841             1.944891                             4.988876              0.009724             0.353518                 50.0         2.224245e+07         444849.048480        161503.726255              0.113042               0.002261          3.109495e-04        -10046134.69         -200922.6938       125244.770661        -37725014.18        -7.545003e+05       468122.464284              4.015667e+08               8.031333e+06              7.771684e+05              8.987122e+07                1797424.389             598219.037759    225.561880       4.511238      0.015077             0.008860                             0.008446              0.000177             0.001193                 0.008850                                 0.008287                  0.000177                 0.001170                 0.008869                                 0.008874                  0.000177                 0.001255  2.224268e+07  444853.559718  161503.727648             0.544581                             3.149750              0.010892             0.449830                 2.887726                                13.221053                  0.057755                 1.887821                -1.061579                                11.432164                 -0.021232                 1.633025    225.554100       4.511082      0.015077             0.008860                             0.008448              0.000177             0.001194                 0.008830                                 0.008269                  0.000177                 0.001168                 0.008889                                 0.008894                  0.000178                 0.001258  4.271748e+07   8.543496e+05  219181.403153             0.149445                             1.955716              0.002989             0.279372                 0.394845                                 1.422466                  0.007897                 0.203053                -0.640063                                 3.538903                 -0.012801                 0.505392    225.544103       4.510882      0.015077             0.008861                             0.008450              0.000177             0.001194                 0.008811                                 0.008251                  0.000176                 0.001165                 0.008909                                 0.008914                  0.000178                 0.001261  4.643288e+07   9.286575e+05  161695.138091             0.211808                             1.463222              0.004236             0.208988                 0.256069                                 1.439616                  0.005121                 0.205594                -0.869296                                 2.814243                 -0.017386                 0.401651    225.531889       4.510638      0.015077             0.008862                             0.008452              0.000177             0.001194                 0.008791                                 0.008233                  0.000176                 0.001163                 0.008929                                 0.008934                  0.000179                 0.001263  5.029270e+07   1.005854e+06  217168.800039            -0.447281                             1.653949             -0.008946             0.236106                -0.741430                                 1.942231                 -0.014829                 0.277057                -0.035579                                 3.018118                 -0.000712                 0.431159    225.517458       4.510349      0.015077             0.008863                             0.008455              0.000177             0.001194                 0.008772                                 0.008215                  0.000175                 0.001160                 0.008949                                 0.008954                  0.000179                 0.001266  6.325486e+07   1.265097e+06  407548.638080             0.426199                             2.635348              0.008524             0.376380                 0.433358                                 2.177772                  0.008667                 0.310987                -0.146427                                 3.139965                 -0.002929                 0.448557                100.0         4.361620e+07         436162.035111        171309.778889              0.224346               0.002243              0.000219        -31347510.33         -313475.1033       234662.215683       -5.798949e+07        -5.798949e+05       456924.215339              8.094282e+08               8.094282e+06              6.417551e+05              1.999530e+08               1.999530e+06              5.414667e+05    450.168819       4.501688      0.014929             0.006637                             0.009802              0.000066             0.000983                 0.006630                                 0.009662                  0.000066                 0.000969                 0.006645                                 0.010176                  0.000066                 0.001021  4.361665e+07  436166.536799  171309.779295            -0.505036                             3.593714             -0.005050             0.361146                -0.083056                                17.092522                 -0.000831                 1.717863                -1.771852                                14.462295                 -0.017719                 1.453406    450.153248       4.501532      0.014929             0.006638                             0.009804              0.000066             0.000983                 0.006615                                 0.009641                  0.000066                 0.000967                 0.006659                                 0.010198                  0.000067                 0.001023  8.581252e+07   8.581252e+05  164245.239904             0.215380                             1.996119              0.002154             0.200606                 0.379717                                 1.501995                  0.003797                 0.150908                -0.270716                                 3.584129                 -0.002707                 0.360208    450.133233       4.501332      0.014930             0.006638                             0.009806              0.000066             0.000983                 0.006601                                 0.009620                  0.000066                 0.000965                 0.006674                                 0.010221                  0.000067                 0.001025  9.477030e+07   9.477030e+05  178605.204430             0.233231                             1.585476              0.002332             0.159329                 0.122839                                 1.499311                  0.001228                 0.150681                -0.796129                                 2.985767                 -0.007961                 0.299974    450.108776       4.501088      0.014930             0.006639                             0.009808              0.000066             0.000983                 0.006586                                 0.009598                  0.000066                 0.000962                 0.006689                                 0.010244                  0.000067                 0.001027  1.005829e+08   1.005829e+06  227542.623158             0.184378                             2.006747              0.001844             0.201677                -0.604557                                 1.993143                 -0.006046                 0.200226                 0.756149                                 3.564341                  0.007561                 0.358149    450.079876       4.500799      0.014930             0.006640                             0.009810              0.000066             0.000984                 0.006572                                 0.009577                  0.000066                 0.000960                 0.006704                                 0.010267                  0.000067                 0.001030  9.596138e+07   9.596138e+05  442310.279462            -0.026730                             2.850976             -0.000267             0.286534                 0.470489                                 2.187123                  0.004705                 0.219763                -1.046768                                 3.611752                 -0.010468                 0.362842                150.0         7.025213e+07         468347.554362        171083.864960              0.337470               0.002250              0.000253       -6.102069e+07       -406804.567867       254986.759026       -7.974906e+07        -5.316604e+05       400713.900649              1.162579e+09               7.750528e+06              7.559446e+05              2.494183e+08               1.662789e+06              6.862846e+05    675.570697       4.503805      0.013095             0.004420                             0.010873              0.000029             0.000890                 0.004415                                 0.010858                  0.000029                 0.000889                 0.004425                                 0.011322                  0.000029                 0.000927  7.025281e+07  468352.058167  171083.865366            -0.649312                             4.008523             -0.004329             0.328362                 0.042783                                17.474120                  0.000285                 1.431536                -2.189603                                14.710063                 -0.014597                 1.205006    675.547340       4.503649      0.013095             0.004420                             0.010874              0.000029             0.000890                 0.004405                                 0.010834                  0.000029                 0.000887                 0.004435                                 0.011347                  0.000030                 0.000929  1.208811e+08   8.058739e+05  172323.306707             1.050901                             2.197829              0.007006             0.179916                 1.527531                                 3.001734                  0.010184                 0.245699                 0.133498                                 3.728961                  0.000890                 0.305487    675.517321       4.503449      0.013095             0.004421                             0.010876              0.000029             0.000891                 0.004396                                 0.010810                  0.000029                 0.000885                 0.004444                                 0.011372                  0.000030                 0.000931  1.291356e+08   8.609039e+05  203081.920911             0.698136                             1.623634              0.004654             0.132931                 0.950475                                 1.554303                  0.006337                 0.127175                -0.469216                                 3.057479                 -0.003128                 0.250459    675.480641       4.503204      0.013096             0.004421                             0.010879              0.000029             0.000891                 0.004386                                 0.010786                  0.000029                 0.000883                 0.004454                                 0.011398                  0.000030                 0.000933  1.329061e+08   8.860408e+05  255424.104990             0.327081                             2.245194              0.002181             0.183920                 0.117212                                 2.184688                  0.000781                 0.178975                 0.676220                                 3.838072                  0.004508                 0.314395    675.437301       4.502915      0.013096             0.004422                             0.010881              0.000029             0.000891                 0.004376                                 0.010762                  0.000029                 0.000881                 0.004464                                 0.011423                  0.000030                 0.000935  1.412662e+08   9.417748e+05  392382.207269             0.555038                             3.046072              0.003700             0.249516                 0.830226                                 2.717881                  0.005535                 0.222588                -0.199279                                 4.023992                 -0.001329                 0.329656
# 1 2023-01-03 09:40:00  600050              200     1.252181e+08     626090.374464    240688.912276          0.445268           0.002226          0.000156   -1.186517e+08   -593258.500950   310174.094655   -1.508426e+08    -7.542129e+05   518617.400639          1.874616e+09           9.373082e+06          9.641731e+05          5.088633e+08           2.544317e+06          1.221811e+06  902.802744   4.514014  0.010383         0.002203                         0.010948          0.000011         0.000778             0.002200                             0.011046              0.000011             0.000785             0.002205                             0.011070              0.000011             0.000787  1.252190e+08  626094.888478  240688.913746         1.523724                         4.922828          0.007657         0.349766             1.867705                            14.418641              0.009385             1.024645             0.201178                            16.122059              0.001011             1.145744  902.771708   4.513859  0.010383         0.002203                         0.010949          0.000011         0.000778             0.002195                             0.011022              0.000011             0.000783             0.002210                             0.011095              0.000011             0.000788  2.115662e+08  1.057831e+06  342829.160662         0.544039                         1.990159          0.002734         0.141408             0.200181                             2.757648              0.001006             0.195975             0.824544                             2.835456              0.004143             0.201464  902.731810   4.513659  0.010383         0.002203                         0.010949          0.000011         0.000778             0.002191                             0.010997              0.000011             0.000781             0.002215                             0.011120              0.000011             0.000790  2.349875e+08  1.174937e+06  371517.338586        -0.209308                         1.441432         -0.001052         0.102433            -0.321570                             2.366525             -0.001616             0.168174             0.847536                             3.464466              0.004259             0.246172  902.683051   4.513415  0.010384         0.002203                         0.010951          0.000011         0.000778             0.002186                             0.010973              0.000011             0.000780             0.002220                             0.011144              0.000011             0.000792  2.168067e+08  1.084033e+06  236204.284485         0.652962                         1.805560          0.003281         0.128273             1.094141                             3.299955              0.005498             0.234453            -0.387859                             1.982512             -0.001949             0.140877  902.625431   4.513127  0.010384         0.002204                         0.010952          0.000011         0.000778             0.002181                             0.010949              0.000011             0.000778             0.002225                             0.011169              0.000011             0.000794  2.780466e+08  1.390233e+06  371039.553825         0.051233                         2.061777          0.000257         0.146524            -0.094868                             3.181260             -0.000477             0.226082             0.664918                             2.367937              0.003341             0.168249                 50.0         3.282630e+07         656525.906685        315625.160038              0.112649               0.002253          3.120123e-04        -23864233.89         -477284.6778       238684.895482        -42882549.38        -8.576510e+05       882885.890279              4.613707e+08               9.227413e+06              3.316455e+05              6.452802e+07                1290560.329             566385.623942    226.361891       4.527238      0.006161             0.008840                             0.008114              0.000177             0.001145                 0.008830                                 0.008253                  0.000177                 0.001165                 0.008850                                 0.008271                  0.000177                 0.001168  3.282652e+07  656530.433923  315625.163627             1.022668                             2.682776              0.020453             0.382696                 1.727204                                 9.638616                  0.034544                 1.376503                -0.686804                                 9.821999                 -0.013736                 1.403074    226.354138       4.527083      0.006161             0.008841                             0.008114              0.000177             0.001145                 0.008811                                 0.008235                  0.000176                 0.001163                 0.008869                                 0.008290                  0.000177                 0.001171  7.062378e+07   1.412476e+06  403617.569769             0.508790                             1.255249              0.010176             0.179026                 1.609390                                 1.807951                  0.032188                 0.256224                -0.687542                                 2.074723                 -0.013751                 0.296063    226.344176       4.526884      0.006161             0.008841                             0.008115              0.000177             0.001145                 0.008791                                 0.008217                  0.000176                 0.001160                 0.008889                                 0.008308                  0.000178                 0.001173  8.380478e+07   1.676096e+06  228164.203827            -0.409328                             0.854394             -0.008187             0.121776                -0.031595                                 1.650157                 -0.000632                 0.235736                -0.520719                                 2.816620                 -0.010414                 0.402237    226.332006       4.526640      0.006162             0.008842                             0.008116              0.000177             0.001146                 0.008772                                 0.008199                  0.000175                 0.001158                 0.008909                                 0.008327                  0.000178                 0.001176  6.886786e+07   1.377357e+06  266784.244883             0.480902                             1.668870              0.009618             0.238212                 0.191022                                 3.065020                  0.003820                 0.437843                -0.039661                                 0.742623                 -0.000793                 0.106086    226.317626       4.526353      0.006162             0.008844                             0.008117              0.000177             0.001146                 0.008753                                 0.008181                  0.000175                 0.001155                 0.008929                                 0.008345                  0.000179                 0.001178  6.128516e+07   1.225703e+06  142812.811561            -0.473518                             0.793678             -0.009470             0.112978                -0.302157                                 2.431220                 -0.006043                 0.347263                -0.515080                                 1.218079                 -0.010302                 0.173700                100.0         6.231761e+07         623176.058369        272890.472361              0.223651               0.002237              0.000220        -48248708.92         -482487.0892       256960.356354       -8.928756e+07        -8.928756e+05       663341.498013              9.891659e+08               9.891659e+06              7.302704e+05              2.654883e+08               2.654883e+06              1.445096e+06    451.578839       4.515788      0.012412             0.008840                             0.009251              0.000088             0.000926                 0.008830                                 0.009372                  0.000088                 0.000938                 0.008850                                 0.009392                  0.000088                 0.000940  6.231806e+07  623180.574157  272890.475293             1.341927                             4.514466              0.013419             0.453520                 2.089296                                13.629090                  0.020893                 1.369614                -0.380781                                14.686925                 -0.003808                 1.476087    451.563315       4.515633      0.012412             0.008841                             0.009252              0.000088             0.000926                 0.008811                                 0.009351                  0.000088                 0.000936                 0.008869                                 0.009413                  0.000089                 0.000942  1.251527e+08   1.251527e+06  332375.992596             0.394558                             1.358996              0.003946             0.136527                 0.640617                                 2.579639                  0.006406                 0.259183                -0.578325                                 2.077578                 -0.005783                 0.208723    451.543363       4.515434      0.012412             0.008841                             0.009253              0.000088             0.000926                 0.008791                                 0.009330                  0.000088                 0.000934                 0.008889                                 0.009434                  0.000089                 0.000944  1.451242e+08   1.451242e+06  288909.898696            -0.304964                             1.232193             -0.003050             0.123802                 0.002567                                 2.321113                  0.000026                 0.233281                -0.401483                                 2.924213                 -0.004015                 0.293867    451.518982       4.515190      0.012413             0.008842                             0.009254              0.000088             0.000926                 0.008772                                 0.009310                  0.000088                 0.000932                 0.008909                                 0.009455                  0.000089                 0.000946  1.173561e+08   1.173561e+06  282373.514563             0.544541                             1.750176              0.005445             0.175814                 0.299405                                 3.172556                  0.002994                 0.318840                 0.020957                                 1.316983                  0.000210                 0.132362    451.490173       4.514902      0.012413             0.008844                             0.009255              0.000088             0.000926                 0.008753                                 0.009289                  0.000088                 0.000929                 0.008929                                 0.009476                  0.000089                 0.000948  1.495483e+08   1.495483e+06  339933.973352            -0.398306                             1.867112             -0.003983             0.187609                -0.216387                                 2.557974                 -0.002164                 0.257077                -0.456326                                 2.218033                 -0.004563                 0.222873                150.0         9.312540e+07         620836.031429        245421.738551              0.334605               0.002231              0.000180       -8.042188e+07       -536145.892333       251371.712713       -1.164885e+08        -7.765903e+05       582188.603033              1.470185e+09               9.801236e+06              6.959840e+05              4.255132e+08               2.836755e+06              1.236542e+06    676.895787       4.512639      0.011242             0.006623                             0.009513              0.000044             0.000778                 0.006615                                 0.009630                  0.000044                 0.000788                 0.006630                                 0.009651                  0.000044                 0.000789  9.312608e+07  620840.544068  245421.741476             0.756199                             4.628155              0.005041             0.379119                 1.470423                                14.122103                  0.009803                 1.156886                -1.018551                                14.725216                 -0.006790                 1.206317    676.872497       4.512483      0.011242             0.006623                             0.009514              0.000044             0.000778                 0.006601                                 0.009608                  0.000044                 0.000786                 0.006645                                 0.009672                  0.000044                 0.000791  1.757470e+08   1.171646e+06  307453.071490             0.961823                             1.382406              0.006412             0.113068                 0.928051                                 2.594381                  0.006187                 0.212449                 0.099019                                 2.119616                  0.000660                 0.173644    676.842560       4.512284      0.011242             0.006624                             0.009515              0.000044             0.000778                 0.006586                                 0.009587                  0.000044                 0.000784                 0.006659                                 0.009694                  0.000044                 0.000793  1.976354e+08   1.317570e+06  311237.263466             0.153990                             1.265495              0.001027             0.103668                -0.267222                                 2.337797                 -0.001781                 0.191511                 0.296463                                 2.962565                  0.001976                 0.242695    676.805974       4.512040      0.011242             0.006624                             0.009516              0.000044             0.000778                 0.006572                                 0.009566                  0.000044                 0.000782                 0.006674                                 0.009716                  0.000044                 0.000795  1.643347e+08   1.095564e+06  264147.542237             0.296325                             1.794321              0.001976             0.146983                 0.171535                                 3.198734                  0.001144                 0.262048                -0.157093                                 1.342835                 -0.001047                 0.110004    676.762740       4.511752      0.011243             0.006625                             0.009517              0.000044             0.000778                 0.006557                                 0.009545                  0.000044                 0.000781                 0.006689                                 0.009737                  0.000045                 0.000796  2.299606e+08   1.533071e+06  309224.236546             0.098687                             1.912507              0.000658             0.156677                -0.046703                                 2.559008                 -0.000311                 0.209642                 0.177693                                 2.296504                  0.001185                 0.188133
# 2 2023-01-03 09:50:00  600050              200     1.605791e+08     802895.544542    363796.268512          0.442353           0.002212          0.000218   -1.129058e+08   -564528.958600   268220.210289   -2.099397e+08    -1.049699e+06   642727.509401          2.309614e+09           1.154807e+07          1.086626e+06          3.083539e+08           1.541769e+06          6.300140e+05  913.277813   4.566389  0.014925         0.006565                         0.010280          0.000033         0.000730             0.006557                             0.010501              0.000033             0.000746             0.006572                             0.010518              0.000033             0.000747  1.605800e+08  802900.110931  363796.272160         0.071307                         5.189662          0.000358         0.368813             0.246689                            16.119814              0.001240             1.145585            -0.050342                            14.680428             -0.000253             1.043293  913.247111   4.566236  0.014925         0.006565                         0.010280          0.000033         0.000730             0.006543                             0.010478              0.000033             0.000744             0.006586                             0.010541              0.000033             0.000748  2.153214e+08  1.076607e+06  266077.602892        -0.006391                         2.155906         -0.000032         0.153214             1.017138                             1.824784              0.005111             0.129580            -0.467460                             2.757597             -0.002349             0.195960  913.207649   4.566038  0.014926         0.006566                         0.010281          0.000033         0.000730             0.006529                             0.010455              0.000033             0.000742             0.006601                             0.010564              0.000033             0.000750  2.630317e+08  1.315158e+06  258793.801838        -0.703186                         2.011222         -0.003534         0.142887            -0.339355                             1.617737             -0.001705             0.114955            -0.325399                             2.821001             -0.001635             0.200473  913.159427   4.565797  0.014927         0.006566                         0.010282          0.000033         0.000730             0.006515                             0.010432              0.000033             0.000741             0.006615                             0.010587              0.000033             0.000752  2.201986e+08  1.100993e+06  323966.482387         0.353614                         1.870768          0.001777         0.132938             0.168934                             1.808874              0.000849             0.128548            -0.217332                             2.701019             -0.001092             0.191950  913.102446   4.565512  0.014927         0.006567                         0.010284          0.000033         0.000730             0.006501                             0.010410              0.000033             0.000739             0.006630                             0.010611              0.000033             0.000753  2.125056e+08  1.062528e+06  275216.182556        -0.380258                         2.327843         -0.001911         0.165421            -0.154136                             2.809540             -0.000775             0.199664            -1.175844                             3.203795             -0.005909             0.227607                 50.0         4.069277e+07         813855.407946        321242.669459              0.111199               0.002224          3.078850e-04        -30152970.94         -603059.4188       185784.164214        -64510070.43        -1.290201e+06       544332.262872              5.415497e+08               1.083099e+07              1.206921e+06              1.114864e+08                2229728.751             440193.364293    229.311931       4.586239      0.009411             0.002183                             0.004087              0.000044             0.000582                 0.002181                                 0.003772                  0.000044                 0.000537                 0.002186                                 0.004879                  0.000044                 0.000696  4.069300e+07  813859.994185  321242.661411            -0.604667                             2.099200             -0.012093             0.299637                -0.850207                                 6.341835                 -0.017004                 0.905814                 0.317489                                 5.134008                  0.006350                 0.733402    229.304278       4.586086      0.009411             0.002184                             0.004089              0.000044             0.000583                 0.002176                                 0.003764                  0.000044                 0.000536                 0.002191                                 0.004890                  0.000044                 0.000697  4.830969e+07   9.661939e+05   86790.433132            -0.232147                             0.386571             -0.004643             0.055025                 0.051696                                 0.787689                  0.001034                 0.112522                -0.352141                                 1.061404                 -0.007043                 0.151462    229.294444       4.585889      0.009412             0.002184                             0.004092              0.000044             0.000583                 0.002172                                 0.003756                  0.000043                 0.000535                 0.002195                                 0.004900                  0.000044                 0.000699  6.294306e+07   1.258861e+06  207875.611307            -0.430056                             0.952067             -0.008601             0.135732                -0.358884                                 0.643305                 -0.007178                 0.091614                -0.624999                                 0.829254                 -0.012500                 0.117790    229.282430       4.585649      0.009412             0.002184                             0.004095              0.000044             0.000583                 0.002167                                 0.003748                  0.000043                 0.000534                 0.002200                                 0.004911                  0.000044                 0.000700  4.117256e+07   8.234513e+05  283472.133633             0.644678                             1.425666              0.012894             0.203250                 0.436260                                 1.070983                  0.008725                 0.152743                 1.103730                                 1.585401                  0.022075                 0.225386    229.268236       4.585365      0.009412             0.002184                             0.004098              0.000044             0.000584                 0.002162                                 0.003740                  0.000043                 0.000532                 0.002205                                 0.004922                  0.000044                 0.000702  6.682575e+07   1.336515e+06  255847.398352            -0.845355                             1.538459             -0.016907             0.219115                -0.545975                                 1.173250                 -0.010920                 0.167244                -1.091888                                 2.459533                 -0.021838                 0.350669                100.0         9.407854e+07         940785.425537        413407.115958              0.220590               0.002206              0.000217        -55748342.65         -557483.4265       170672.612878       -1.355244e+08        -1.355244e+06       688065.828275              1.135734e+09               1.135734e+07              1.006667e+06              2.015917e+08               2.015917e+06              4.690356e+05    457.848923       4.578489      0.010808             0.004372                             0.005574              0.000044             0.000558                 0.004367                                 0.005344                  0.000044                 0.000535                 0.004376                                 0.006181                  0.000044                 0.000620  9.407900e+07  940790.004026  413407.112999            -0.070709                             3.246851             -0.000707             0.326320                -0.091415                                 8.360131                 -0.000914                 0.840224                -0.003284                                 5.470275                 -0.000033                 0.549783    457.833612       4.578336      0.010808             0.004372                             0.005576              0.000044             0.000559                 0.004357                                 0.005333                  0.000044                 0.000534                 0.004386                                 0.006194                  0.000044                 0.000621  1.105942e+08   1.105942e+06  271487.792907            -0.763580                             1.092030             -0.007636             0.109485                 0.191261                                 0.790885                  0.001913                 0.079464                -0.861605                                 1.277288                 -0.008616                 0.128080    457.813934       4.578139      0.010808             0.004372                             0.005578              0.000044             0.000559                 0.004348                                 0.005321                  0.000043                 0.000533                 0.004396                                 0.006208                  0.000044                 0.000622  1.195763e+08   1.195763e+06  193752.831353            -0.587776                             1.146880             -0.005878             0.115114                -0.510698                                 0.843418                 -0.005107                 0.084611                -0.160653                                 1.516636                 -0.001607                 0.152419    457.789887       4.577899      0.010808             0.004373                             0.005581              0.000044             0.000559                 0.004338                                 0.005310                  0.000043                 0.000532                 0.004405                                 0.006221                  0.000044                 0.000624  8.910034e+07   8.910034e+05  228485.348802             0.401505                             1.496465              0.004015             0.150346                 0.207488                                 1.323862                  0.002075                 0.133037                -0.362886                                 2.142756                 -0.003629                 0.215324    457.761471       4.577615      0.010809             0.004373                             0.005583              0.000044             0.000559                 0.004329                                 0.005298                  0.000043                 0.000531                 0.004415                                 0.006235                  0.000044                 0.000625  1.184949e+08   1.184949e+06  264489.470007            -0.398435                             1.588295             -0.003984             0.159579                 0.109819                                 1.253680                  0.001098                 0.125995                -1.424552                                 2.474693                 -0.014246                 0.248304                150.0         1.257580e+08         838386.678424        389324.295447              0.332569               0.002217              0.000251       -7.876928e+07       -525128.554600       217501.834023       -1.737920e+08        -1.158613e+06       675916.260117              1.744285e+09               1.162856e+07              1.136627e+06              2.589178e+08               1.726119e+06              6.092001e+05    685.560832       4.570406      0.014875             0.008763                             0.008484              0.000058             0.000693                 0.008753                                 0.008755                  0.000058                 0.000715                 0.008772                                 0.008767                  0.000058                 0.000716  1.257587e+08  838391.248829  389324.297964             0.155982                             4.170293              0.001040             0.341642                 0.037255                                12.445098                  0.000248                 1.019542                 0.436697                                11.996142                  0.002911                 0.982758    685.537815       4.570252      0.014875             0.008763                             0.008485              0.000058             0.000693                 0.008734                                 0.008736                  0.000058                 0.000713                 0.008791                                 0.008787                  0.000059                 0.000717  1.666203e+08   1.110802e+06  269226.962280            -0.107386                             1.590779             -0.000716             0.130320                 0.846344                                 1.389875                  0.005642                 0.113722                -0.359260                                 1.800944                 -0.002395                 0.147519    685.508233       4.570055      0.014876             0.008764                             0.008486              0.000058             0.000693                 0.008715                                 0.008717                  0.000058                 0.000712                 0.008811                                 0.008806                  0.000059                 0.000719  1.929876e+08   1.286584e+06  234530.280459            -0.411342                             1.415150             -0.002742             0.115901                 0.106528                                 1.470713                  0.000710                 0.120483                -0.823834                                 2.058343                 -0.005492                 0.168536    685.472088       4.569814      0.014876             0.008765                             0.008487              0.000058             0.000693                 0.008696                                 0.008698                  0.000058                 0.000710                 0.008830                                 0.008825                  0.000059                 0.000721  1.611716e+08   1.074477e+06  335648.626591            -0.040979                             1.644930             -0.000273             0.134758                -0.128513                                 1.544121                 -0.000857                 0.126496                 0.280253                                 2.655317                  0.001868                 0.217524    685.429379       4.569529      0.014877             0.008766                             0.008488              0.000058             0.000693                 0.008677                                 0.008679                  0.000058                 0.000709                 0.008850                                 0.008845                  0.000059                 0.000722  1.673614e+08   1.115743e+06  269957.791397            -0.692260                             1.986992             -0.004615             0.162715                -0.709965                                 2.005896                 -0.004733                 0.164261                -1.284176                                 3.084322                 -0.008561                 0.252531
# 3 2023-01-03 10:00:00  600050              200     1.744888e+08     872443.759438    318029.430167          0.435883           0.002179          0.000004   -1.500403e+08   -750201.406600   399735.242800   -2.569250e+08    -1.284625e+06   789137.977680          2.212204e+09           1.106102e+07          1.433641e+06          4.508978e+08           2.254489e+06          1.057995e+06  917.668013   4.588340  0.008414         0.002179                         0.008438          0.000011         0.000600             0.002176                             0.008429              0.000011             0.000599             0.002181                             0.008447              0.000011             0.000600  1.744897e+08  872448.347778  318029.429564         0.025485                         2.765781          0.000128         0.196555            -0.092259                            11.137195             -0.000464             0.791486             0.101804                             9.669500              0.000512             0.687181  917.637501   4.588188  0.008414         0.002179                         0.008439          0.000011         0.000600             0.002172                             0.008410              0.000011             0.000598             0.002186                             0.008466              0.000011             0.000602  2.749435e+08  1.374718e+06  359337.083587         0.830656                         1.504440          0.004174         0.106834            -0.143896                             2.060310             -0.000723             0.146418             1.177143                             2.002633              0.005915             0.142197  917.598272   4.587991  0.008415         0.002179                         0.008439          0.000011         0.000600             0.002167                             0.008392              0.000011             0.000596             0.002191                             0.008484              0.000011             0.000603  2.293762e+08  1.146881e+06  281825.373745         0.658676                         1.787063          0.003310         0.126958             0.462244                             2.593615              0.002323             0.184305             0.409251                             2.048354              0.002057             0.145556  917.550325   4.587752  0.008415         0.002179                         0.008440          0.000011         0.000600             0.002162                             0.008374              0.000011             0.000595             0.002195                             0.008503              0.000011             0.000604  2.053371e+08  1.026686e+06  429159.843167        -0.773935                         2.594668         -0.003889         0.184354            -0.333874                             1.771196             -0.001678             0.125862            -0.144334                             1.591579             -0.000725             0.113106  917.493660   4.587468  0.008416         0.002180                         0.008441          0.000011         0.000600             0.002157                             0.008356              0.000011             0.000594             0.002200                             0.008521              0.000011             0.000605  2.655017e+08  1.327508e+06  309125.365566         0.883983                         2.066178          0.004442         0.146769             0.641752                             1.688893              0.003225             0.119981             1.055113                             1.558860              0.005302             0.110656                 50.0         4.583497e+07         916699.356011        149047.721145              0.108809               0.002176          6.683437e-07        -43289743.49         -865794.8698       182315.450218        -54752269.99        -1.095045e+06       436327.930079              5.343729e+08               1.068746e+07              3.442394e+05              5.171589e+07                1034317.750              47243.848115    229.757008       4.595140      0.001414             0.000000                             0.003074              0.000000             0.000439                 0.000000                                 0.003071                  0.000000                 0.000439                 0.000000                                 0.003078                  0.000000                 0.000440  4.583520e+07  916703.951152  149047.721159             0.310737                             0.508825              0.006215             0.072418                 0.043864                                 4.497505                  0.000877                 0.642500                 0.379269                                 5.014518                  0.007585                 0.716319    229.749391       4.594988      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003064                  0.000000                 0.000438                 0.000000                                 0.003084                  0.000000                 0.000441  8.981003e+07   1.796201e+06   47202.627394             0.029009                             0.157355              0.000580             0.022472                 0.003011                                 0.114907                  0.000060                 0.016415                 0.110666                                 0.225722                  0.002213                 0.032168    229.739598       4.594792      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003058                  0.000000                 0.000437                 0.000000                                 0.003091                  0.000000                 0.000442  6.828251e+07   1.365650e+06   40939.726364             0.051330                             0.107096              0.001027             0.015264                 0.015816                                 0.568712                  0.000316                 0.081244                 0.228194                                 0.896141                  0.004564                 0.127937    229.727629       4.594553      0.001414             0.000000                             0.003075              0.000000             0.000439                 0.000000                                 0.003051                  0.000000                 0.000436                 0.000000                                 0.003098                  0.000000                 0.000443  3.780745e+07   7.561491e+05   67112.127727            -0.008186                             0.685503             -0.000164             0.097929                 0.006864                                 0.495842                  0.000137                 0.070834                 0.003433                                 0.290454                  0.000069                 0.041493    229.713484       4.594270      0.001414             0.000000                             0.003076              0.000000             0.000439                 0.000000                                 0.003045                  0.000000                 0.000435                 0.000000                                 0.003105                  0.000000                 0.000444  7.604930e+07   1.520986e+06   79877.950043             0.043505                             0.629210              0.000870             0.089883                 0.034298                                 0.501743                  0.000686                 0.071674                 0.069085                                 0.355232                  0.001382                 0.050728                100.0         7.604103e+07         760410.297366        233298.600330              0.217623               0.002176              0.000001        -67646115.99         -676461.1599       302747.376688       -1.107663e+08        -1.107663e+06       533305.756043              1.012800e+09               1.012800e+07              8.645813e+05              1.329931e+08               1.329931e+06              4.176729e+05    459.504015       4.595040      0.002245            -0.002174                             0.005755             -0.000022             0.000578                -0.002172                                 0.005749                 -0.000022                 0.000577                -0.002176                                 0.005761                 -0.000022                 0.000579  7.604149e+07  760414.892407  233298.600529            -0.420949                             2.036489             -0.004209             0.204631                -0.320130                                 9.159452                 -0.003201                 0.920554                -0.445650                                 7.893816                 -0.004456                 0.793346    459.488782       4.594888      0.002245            -0.002174                             0.005756             -0.000022             0.000578                -0.002167                                 0.005737                 -0.000022                 0.000576                -0.002181                                 0.005774                 -0.000022                 0.000580  1.666299e+08   1.666299e+06  223939.229390             0.103689                             1.295827              0.001037             0.130231                -0.022627                                 1.339377                 -0.000226                 0.134612                 0.285101                                 1.239695                  0.002851                 0.124561    459.469196       4.594692      0.002245            -0.002174                             0.005756             -0.000022             0.000578                -0.002162                                 0.005724                 -0.000022                 0.000575                -0.002186                                 0.005787                 -0.000022                 0.000581  1.321871e+08   1.321871e+06   69948.183529            -0.025442                             0.281348             -0.000254             0.028275                 0.461923                                 0.878824                  0.004619                 0.088203                -0.787172                                 1.676340                 -0.007872                 0.168293    459.445257       4.594453      0.002245            -0.002175                             0.005757             -0.000022             0.000578                -0.002157                                 0.005712                 -0.000022                 0.000574                -0.002191                                 0.005799                 -0.000022                 0.000582  7.779204e+07   7.779204e+05  144297.600274            -0.355476                             1.476157             -0.003555             0.148316                -0.233292                                 0.911016                 -0.002333                 0.091531                -0.011756                                 0.490851                 -0.000118                 0.049332    459.416966       4.594170      0.002246            -0.002175                             0.005758             -0.000022             0.000578                -0.002153                                 0.005699                 -0.000022                 0.000572                -0.002195                                 0.005812                 -0.000022                 0.000584  1.470245e+08   1.470245e+06  126845.072700             0.383416                             1.096758              0.003834             0.110161                -0.308588                                 1.010830                 -0.003086                 0.101545                 0.361966                                 0.857552                  0.003620                 0.086110                150.0         1.337793e+08         891862.163970        355743.721341              0.326670               0.002178              0.000003       -1.137581e+08       -758387.246533       415187.780754       -2.005859e+08        -1.337239e+06       679934.595975              1.582965e+09               1.055310e+07              1.284283e+06              2.900101e+08               1.933401e+06              1.026692e+06    688.761017       4.591740      0.006380             0.004362                             0.007543              0.000029             0.000617                 0.004357                                 0.007535                  0.000029                 0.000617                 0.004367                                 0.007551                  0.000029                 0.000618  1.337800e+08  891866.755710  355743.719607            -0.128617                             2.566718             -0.000857             0.210272                 0.338944                                10.355360                  0.002260                 0.848341                -0.281168                                 9.007282                 -0.001874                 0.737903    688.738150       4.591588      0.006380             0.004362                             0.007544              0.000029             0.000617                 0.004348                                 0.007518                  0.000029                 0.000615                 0.004376                                 0.007568                  0.000029                 0.000619  2.234882e+08   1.489921e+06  326642.183906             0.618312                             1.406952              0.004122             0.115188                -0.146537                                 1.983493                 -0.000977                 0.162491                 0.707049                                 1.732241                  0.004714                 0.141832    688.708749       4.591392      0.006380             0.004363                             0.007544              0.000029             0.000617                 0.004338                                 0.007502                  0.000029                 0.000614                 0.004386                                 0.007584                  0.000029                 0.000621  1.770495e+08   1.180330e+06  288268.037076             0.089750                             1.561488              0.000598             0.127921                -0.237450                                 2.279749                 -0.001583                 0.186758                -0.069068                                 1.980480                 -0.000460                 0.162247    688.672816       4.591152      0.006380             0.004363                             0.007545              0.000029             0.000617                 0.004329                                 0.007486                  0.000029                 0.000613                 0.004396                                 0.007601                  0.000029                 0.000622  1.521932e+08   1.014621e+06  427558.218199            -0.041649                             2.219883             -0.000278             0.181860                 0.236206                                 1.536192                  0.001575                 0.125840                 0.135222                                 0.886864                  0.000901                 0.072649    688.630349       4.590869      0.006381             0.004364                             0.007546              0.000029             0.000618                 0.004320                                 0.007470                  0.000029                 0.000611                 0.004405                                 0.007618                  0.000029                 0.000623  1.993750e+08   1.329166e+06  277475.236541            -0.037751                             1.599459             -0.000252             0.131033                -0.048141                                 1.410534                 -0.000321                 0.115555                 0.181104                                 1.080064                  0.001207                 0.088474
# 4 2023-01-03 10:10:00  600050              200     1.736055e+08     868027.430047    358192.891066          0.431117           0.002156          0.000009   -1.537648e+08   -768823.875800   534551.207080   -2.057520e+08    -1.028760e+06   625070.619072          1.669083e+09           8.345417e+06          9.232745e+05          1.862912e+08           9.314558e+05          3.464770e+05  927.828144   4.639141  0.020284         0.012973                         0.010101          0.000065         0.000715             0.012959                             0.010090              0.000065             0.000714             0.012987                             0.010112              0.000065             0.000716  1.736064e+08  868032.069187  358192.882396        -0.665339                         4.937187         -0.003343         0.350855            -1.095881                            15.837775             -0.005507             1.125528            -0.347545                            12.261898             -0.001746             0.871413  927.797966   4.638990  0.020284         0.012974                         0.010102          0.000065         0.000715             0.012931                             0.010068              0.000065             0.000713             0.013015                             0.010134              0.000065             0.000717  2.495631e+08  1.247816e+06  327412.060860        -0.349920                         2.688155         -0.001758         0.191031             0.079853                             2.991987              0.000401             0.212631            -0.655689                             3.285033             -0.003295             0.233434  927.759166   4.638796  0.020285         0.012975                         0.010103          0.000065         0.000715             0.012903                             0.010047              0.000065             0.000711             0.013044                             0.010156              0.000066             0.000719  2.510452e+08  1.255226e+06  344412.544402         0.025262                         1.399945          0.000127         0.099490             0.096172                             1.420017              0.000483             0.100915            -0.449888                             1.974475             -0.002261             0.140302  927.711743   4.638559  0.020286         0.012977                         0.010104          0.000065         0.000715             0.012876                             0.010025              0.000065             0.000710             0.013072                             0.010178              0.000066             0.000720  2.070740e+08  1.035370e+06  152679.695146         0.395263                         1.215424          0.001986         0.086353             0.248346                             1.761254              0.001248             0.125161            -0.115158                             2.356374             -0.000579             0.167459  927.655697   4.638278  0.020287         0.012978                         0.010105          0.000065         0.000715             0.012848                             0.010004              0.000065             0.000708             0.013101                             0.010200              0.000066             0.000722  2.058458e+08  1.029229e+06  226257.838007        -0.273681                         1.594094         -0.001375         0.113279             0.168241                             3.317128              0.000845             0.235736            -0.005068                             2.978136             -0.000025             0.211647                 50.0         3.530143e+07         706028.532369        220080.487425              0.107388               0.002148          1.395523e-06        -23728667.45         -474573.3490       246734.519781        -48133266.95        -9.626653e+05       590378.043393              4.068311e+08               8.136623e+06              1.496651e+05              4.980224e+07                 996044.750             182942.973338    232.797047       4.655941      0.003030             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003032                  0.000000                 0.000433                 0.000000                                 0.003038                  0.000000                 0.000434  3.530166e+07  706033.188310  220080.487495            -0.679332                             1.512686             -0.013587             0.215662                -1.767138                                 4.861746                 -0.035343                 0.693617                 1.260648                                 2.218160                  0.025213                 0.315855    232.789530       4.655791      0.003031             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003025                  0.000000                 0.000432                 0.000000                                 0.003045                  0.000000                 0.000435  5.555998e+07   1.111200e+06   94827.355583             0.212227                             0.237605              0.004245             0.033672                 0.347053                                 0.211306                  0.006941                 0.029361                 0.007137                                 0.394618                  0.000143                 0.056374    232.779865       4.655597      0.003031             0.000000                             0.003035              0.000000             0.000434                 0.000000                                 0.003019                  0.000000                 0.000431                 0.000000                                 0.003051                  0.000000                 0.000436  6.652856e+07   1.330571e+06  111413.918963             0.118106                             0.235061              0.002362             0.033495                 0.248047                                 0.298639                  0.004961                 0.042367                -0.220639                                 0.330836                 -0.004413                 0.047052    232.768052       4.655361      0.003031             0.000000                             0.003036              0.000000             0.000434                 0.000000                                 0.003012                  0.000000                 0.000430                 0.000000                                 0.003058                  0.000000                 0.000437  5.404779e+07   1.080956e+06   40202.064534             0.037681                             0.144845              0.000754             0.020678                 0.132702                                 0.398231                  0.002654                 0.056827                 0.038558                                 0.240613                  0.000771                 0.034364    232.754091       4.655082      0.003031             0.000000                             0.003036              0.000000             0.000434                 0.000000                                 0.003006                  0.000000                 0.000429                 0.000000                                 0.003064                  0.000000                 0.000438  5.532897e+07   1.106579e+06  197189.234613             0.038162                             1.165452              0.000763             0.166491                 0.039893                                 1.788656                  0.000798                 0.255521                 0.085922                                 0.722584                  0.001718                 0.103212                100.0         7.204531e+07         720453.074217        273737.916419              0.214989               0.002150              0.000003        -52855118.36         -528551.1836       344791.479885       -9.571258e+07        -9.571258e+05       541428.324218              8.232340e+08               8.232340e+06              3.251103e+05              1.041838e+08               1.041838e+06              2.840870e+05    465.134088       4.651341      0.005949             0.000000                             0.005268              0.000000             0.000529                 0.000000                                 0.005262                  0.000000                 0.000529                 0.000000                                 0.005273                  0.000000                 0.000530  7.204577e+07  720457.725558  273737.917946            -1.274734                             3.136202             -0.012747             0.314940                -1.383221                                 7.876613                 -0.013832                 0.791507                -1.112613                                 8.594855                 -0.011126                 0.863743    465.119039       4.651190      0.005950             0.000000                             0.005268              0.000000             0.000529                 0.000000                                 0.005251                  0.000000                 0.000528                 0.000000                                 0.005285                  0.000000                 0.000531  1.157237e+08   1.157237e+06  164718.297044             0.600796                             1.363053              0.006008             0.136859                 0.516725                                 0.996849                  0.005167                 0.100052                 0.712245                                 0.676671                  0.007122                 0.067630    465.099689       4.650997      0.005950             0.000000                             0.005269              0.000000             0.000530                 0.000000                                 0.005240                  0.000000                 0.000527                 0.000000                                 0.005296                  0.000000                 0.000532  1.097046e+08   1.097046e+06  290592.303923             0.207763                             0.992674              0.002078             0.099746                 0.395253                                 0.473819                  0.003953                 0.047455                -0.160806                                 0.832145                 -0.001608                 0.083618    465.076041       4.650760      0.005950             0.000000                             0.005269              0.000000             0.000530                 0.000000                                 0.005228                  0.000000                 0.000525                 0.000000                                 0.005308                  0.000000                 0.000533  1.094098e+08   1.094098e+06   62577.240989             0.252281                             0.512569              0.002523             0.051453                 0.365796                                 0.544785                  0.003658                 0.054629                 0.282690                                 0.640716                  0.002827                 0.064332    465.048092       4.650481      0.005950             0.000000                             0.005270              0.000000             0.000530                 0.000000                                 0.005217                  0.000000                 0.000524                 0.000000                                 0.005319                  0.000000                 0.000535  1.038578e+08   1.038578e+06  180365.975375             0.200177                             1.223821              0.002002             0.122982                 0.250566                                 1.900034                  0.002506                 0.190944                 0.422877                                 1.142968                  0.004229                 0.114794                150.0         1.207656e+08         805104.046839        369263.828738              0.322633               0.002151              0.000004       -1.107150e+08       -738100.209067       560049.376292       -1.439427e+08        -9.596177e+05       659476.327976              1.203191e+09               8.021272e+06              5.478315e+05              1.434507e+08               9.563379e+05              3.593059e+05    697.381128       4.649208      0.009294             0.006466                             0.009376              0.000043             0.000767                 0.006459                                 0.009366                  0.000043                 0.000766                 0.006473                                 0.009386                  0.000043                 0.000768  1.207663e+08  805108.696046  369263.826440            -0.724025                             4.844059             -0.004827             0.396811                -1.573901                                15.705606                 -0.010493                 1.286610                -0.163060                                11.565100                 -0.001087                 0.947449    697.358543       4.649057      0.009294             0.006466                             0.009377              0.000043             0.000767                 0.006445                                 0.009346                  0.000043                 0.000764                 0.006487                                 0.009406                  0.000043                 0.000769  1.725038e+08   1.150025e+06  290671.855042            -0.086466                             2.659571             -0.000576             0.217880                -0.129934                                 2.943097                 -0.000866                 0.241106                 0.352357                                 2.901318                  0.002349                 0.237674    697.329506       4.648863      0.009294             0.006467                             0.009378              0.000043             0.000767                 0.006431                                 0.009326                  0.000043                 0.000763                 0.006501                                 0.009427                  0.000043                 0.000771  1.722632e+08   1.148421e+06  301933.475579            -0.196577                             1.350994             -0.001311             0.110670                -0.294299                                 1.283394                 -0.001962                 0.105121                -1.061732                                 1.804365                 -0.007078                 0.147649    697.294017       4.648627      0.009295             0.006467                             0.009379              0.000043             0.000767                 0.006417                                 0.009306                  0.000043                 0.000761                 0.006515                                 0.009447                  0.000043                 0.000773  1.567877e+08   1.045251e+06   99121.073472             0.056283                             0.658911              0.000375             0.053979                 0.481381                                 1.339839                  0.003209                 0.109717                -0.702848                                 2.246045                 -0.004686                 0.183943    697.252074       4.648347      0.009295             0.006468                             0.009380              0.000043             0.000767                 0.006403                                 0.009286                  0.000043                 0.000760                 0.006529                                 0.009468                  0.000044                 0.000774  1.498021e+08   9.986808e+05  168647.142444             0.385448                             1.521194              0.002570             0.124594                 1.550217                                 3.026507                  0.010335                 0.247724                -0.561698                                 2.885279                 -0.003745                 0.236341
